Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic

A synthesis of concepts and materials, that ordinarily appear separately in time series and econometrics literature, presents a comprehensive review of theoreti

Which time series test should researchers choose to best describe the interactions among a set of time series variables? Providing guidelines for identifying th

In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in

This book presents essential tools for modelling non-linear time series. The first part of the book describes the main standard tools of probability and statist