Time series for economics and finance

By:

Linton, Oliver

Material type:

TextPublication details: New York Cambridge University Press 2025Description: xxii, 430 p. Includes bibliographical reference and indexISBN:

9781009396264

Other classification:

Summary: 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.

Item type:

Textual

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Cover image	Item type	Current library	Home library	Collection	Shelving location	Call number	Materials specified	Vol info	URL	Copy number	Status	Notes	Date due	Barcode	Item holds	Item hold queue priority	Course reserves
	Textual	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.

There are no comments on this title.

to post a comment.