Time series for economics and finance
Material type:
TextPublication details: New York Cambridge University Press 2025Description: xxii, 430 p. Includes bibliographical reference and indexISBN: - 9781009396264
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Ratan Tata Library | Ratan Tata Library | Available | RT1528697 |
Focusing on methods for data that are ordered in time, this textbook provides a comprehensive guide to analyzing time series data using modern techniques from data science. It is specifically tailored to economics and finance applications, aiming to provide students with rigorous training. Chapters cover Bayesian approaches, nonparametric smoothing methods, machine learning, and continuous time econometrics.
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