Time series econometrics and forecasting constitute a dynamic research area that combines sophisticated statistical methodologies with economic theory to model, interpret and predict economic and ...

The purpose of the American Journal of Agricultural Economics is to provide a forum for creative and scholarly work in agricultural economics. Submitted manuscripts focus on the economics of natural ...

The American Journal of Economics and Sociology, Vol. 64, No. 1, Special Invited Issue: Celebrating Irving Fisher: The Legacy of a Great Economist (Jan., 2005), pp. 125-168 (44 pages) Fisher's ...

1. Difference Equations -- 2. Lag Operators -- 3. Stationary ARMA Processes -- 4. Forecasting -- 5. Maximum Likelihood Estimation -- 6. Spectral Analysis -- 7 ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

The paper introduces “system priors”, their use in Bayesian analysis of econometric time series, and provides a simple and illustrative application. System priors were devised by Andrle and Benes ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

This course is compulsory on the MSc in Finance and Economics and MSc in Finance and Economics (Work Placement Pathway). This course is not available as an outside option to students on other ...

This course, presented by the Institute for Capacity Development, gives government officials a rigorous foundation estimating of macro-econometric models and their application for nowcasting, ...