Analysis of Economic Time Series: A Synthesis integrates several topics in economic time-series analysis, including the formulation and estimation of distribute

Economic Theory, Econometrics, and Mathematical Economics, Second Edition: Forecasting Economic Time Series presents the developments in time series analysis an

This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry

This book presents the principles and methods for the practical analysis and prediction of economic and financial time series. It covers decomposition methods,

This text on economic forecasting asks why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventiona