A discussion on time series econometrics (key source of ideas in time series data science) with emphasis on multivariate analysis methods such as VAR. If you know Kalman filters you might find some of the state space techniques in this book familiar. https
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686 followers
RT @KaufmannDani: Springer Nature made available many textbooks free of charge. Including one of my favourite time series econometrics book…
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Springer Nature made available many textbooks free of charge. Including one of my favourite time series econometrics book by Klaus Neusser. Great Stuff! https://t.co/moDX7DZszf https://t.co/hElI4XHWRt
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RT @PaoloBarucca: Time Series Econometrics https://t.co/eTIfR1VDO8 thanks @firoozye and @SpringerOpen