{"product_id":"time-series-for-economics-and-finance-hardback-9781009396295","title":"Time Series for Economics and Finance (Hardback) 9781009396295","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eTime Series for Economics and Finance\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003eA rigorous guide to essential time series methods and applications for the next generation of economists.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eOliver Linton (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781009396295, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 19 December 2024\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e450 pages\u003cbr\u003e25.9 x 18.2 x 2.6 cm, 1.09 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e'Time Series for Economics and Finance is an invaluable resource for advanced students and professionals in economics, finance, and statistics. It offers a thorough exploration of modern time series techniques, including Bayesian methods and machine learning, tailored specifically to real-world applications. This textbook is essential for anyone looking to deepen their understanding of time series analysis in economic and financial contexts.' Yoon-Jae Whang, Seoul National University\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eFocusing 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. Theoretical and empirical exercises, concise summaries, bolded key terms, and illustrative examples are included throughout to reinforce key concepts and bolster understanding. Ancillary materials include an instructor's manual with solutions and additional exercises, PowerPoint lecture slides, and datasets. With its clear and accessible style, this textbook is an essential tool for advanced undergraduate and graduate students in economics, finance, and statistics.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreface\u003cbr\u003e 1 Introduction\u003cbr\u003e 2. Stationarity and mixing\u003cbr\u003e 3. Linear time series models\u003cbr\u003e 4. Spectral analysis\u003cbr\u003e 5. Inference under heterogeneity and weak dependence\u003cbr\u003e 6. Nonstationary processed, trends and seasonality\u003cbr\u003e 7. Multivariate linear time series\u003cbr\u003e 8. Stae space models and Kalman filter\u003cbr\u003e 9. Bayesian methods\u003cbr\u003e 10. Nonlinear time series models\u003cbr\u003e 11. Nonparametric methods and machine learning\u003cbr\u003e 12. Continuous time processes\u003cbr\u003e Bibliography\u003cbr\u003e Index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Econometrics [\u003ca title=\"See our other books on Econometrics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Econometrics%20%5BKCH%5D%22\"\u003eKCH\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Brand New","offer_id":52501429715224,"sku":"9781009396295","price":103.49,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9781009396295i.jpg?v=1786237943","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/time-series-for-economics-and-finance-hardback-9781009396295","provider":"Freshly Printed Books","version":"1.0","type":"link"}