TY  - BOOK
AU  - Linton, Oliver
TI  - Time series for economics and finance
SN  - 9781009396264
PY  - 2025///
CY  - New York
PB  - Cambridge University Press 
N2  - 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
ER  -