Book
Econometrics Volume 2: Topics for Time Series and Large Panel Data
ISBN : 9789819810901
Author : Pierre Perron
Publisher : World Scientific
Year : 2026
Language : English
Type : Book
Description : This book is intended for graduate instruction in subjects like econometrics, economics, environmental science, social science and many other fields, at the Masters or PhD levels. It can be used as a textbook or as a reference guide. Several aspects in the book depart from traditional treatments. The emphasis is on understanding the main issues, concepts and methods in Econometrics, how to implement them and how to interpret the results. The mathematical aspects are kept to a minimum as the aim is to provide an intuitive understanding of how various parts fit together, as opposed to a sophisticated mathematical treatment of the subject.
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