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008 260203b |||||||| |||| 00| 0 eng d
020 _a9781009396264
037 _cTextual
040 _aRTL
_cRTL
084 _qRTL
100 _aLinton, Oliver
_91113278
245 _aTime series for economics and finance
260 _aNew York
_bCambridge University Press
_c2025
300 _axxii, 430 p.
_bIncludes bibliographical reference and index
520 _aFocusing 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.
942 _2CC
_n0
_cTEXL
999 _c1678551
_d1678551