Time series and panel data econometrics /

Pesaran, M. Hashem.

Time series and panel data econometrics / M. Hashem Pesaran. - 1st ed. - Oxford : Oxford University Press, 2015. - xxvi, 1064 p. : ill. ; 25 cm.

Index : p. 1036-1064.
Appendix: p. 939-993.


Bibliography : p. 995-1033.


9780198759980 9780198736912


Econometrics.
Macroeconomics--Mathematical models.
Time-series analysis.
Panel analysis.





330.015195 / PES