Time Series and Regression Models I

Code: PECO6041
Course: Doctorate in Economics
Credits: 4
Hourly load: 60

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Hastie, Tibshirani and Friedman (2009). The elements of statistical learning. Springer series in Statistics.
SHUMWAY, R.H. and Stoffer, D. S. Time Series Analysis and Its Applications. Springer, 2000.
BRILLINGER. D.R. Time Series Data Analysis and Theory. Holt, Rinehart and Winston,1975.
SPANOS, A. Statistical foundations of economic modeling. Cambridge press, 1998.