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INTRODUCTION TO TIME SERIES ECONOMETRICS

References

  • Stock, J. & Watson, M. (2015). Introduction to Econometrics, 3rd edition. Pearson Education, Inc.
  • Greene, W. H. (2003). Econometric Analysis. Pearson Education, Inc.
  • Ramanthan, R. (1993). Statistical Methods in Econometrics. Academic Press Inc.
  • Hill, R. C., Griffiths, W. E., Lim, G. C. (2011). Principles of Econometrics. John Wiley & Sons, Inc.
  • Lectures of professor Marc Thoma (Oregon State University): https://www.youtube.com/channel/UCWD4BMsJmEPIoYKVy1kWmKQ