Time series and panel data econometrics /

Pesaran, M. Hashem, 1946-

Time series and panel data econometrics / M. Hashem Pesaran. - First edition. - New Delhi, Oxford University Press, c2015. - xxx, 1064 pages : illustrations ; 25 cm

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

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

2015936093


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

330.015195

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