Central Bank of Nigeria Library

Time series and panel data econometrics /

Pesaran, Hashem M.

Time series and panel data econometrics / - Oxford : Oxford University Press, c2016 - xxx, 1064 pages :

Includes bibliographical references (pages [995]-1033) and indexes.

This work describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades.

9780198759980 (pbk) 0198759983 9780198736912 (hbk) 0198736916 (hbk.)


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

330.01'5195 / PES