TY - BOOK AU - Pesaran,Hashem M. TI - Time series and panel data econometrics SN - 9780198759980 (pbk) U1 - 330.01'5195 PY - 2016/// CY - Oxford PB - Oxford University Press KW - Econometrics KW - Macroeconomics---Mathematical medels KW - Time-series analysis KW - Panel analysis N1 - Includes bibliographical references (pages [995]-1033) and indexes N2 - 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 ER -