Book review of: M. H. Pesaran, Time series and panel data econometrics

DOI10.1007/S00362-016-0816-1zbMATH Open1354.00018OpenAlexW2513477710MaRDI QIDQ345391

Uwe Hassler

Publication date: 1 December 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0816-1

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) External book reviews (00A17)

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