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This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and re

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no tex

This book presents the numerous tools for the econometric analysis of time series. The text is designed with emphasis on the practical application of theoretica

This book presents the numerous tools for the econometric analysis of time series. The text is designed with emphasis on the practical application of theoretica

Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series,