Time series econometrics¶
Resources¶
- Forecasting: Principles and Practice (3rd ed)
- Forecasting: Principles and Practice (2nd ed)
- Quantitative Economics with Julia
Models¶
AR¶
MA¶
ARIMA¶
VARs¶
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12.3 Vector autoregressions | Forecasting: Principles and Practice (3rd ed)
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16.1 Vector Autoregressions | Introduction to Econometrics with R