'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time seri

Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cut

This text on economic forecasting asks why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventiona

This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important a

Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the disci