00856nam a2200157 450000500170000000800410001702000180005803700120007604000130008808400080010110000190010924500420012826000480017030000640021852004160028220260203110359.0260203b |||||||| |||| 00| 0 eng d a9781009396264 cTextual aRTLcRTL qRTL aLinton, Oliver aTime series for economics and finance aNew YorkbCambridge University Press c2025 axxii, 430 p. bIncludes bibliographical reference and index aFocusing on methods for data that are ordered in time, this textbook provides a comprehensive guide to analyzing time series data using modern techniques from data science. It is specifically tailored to economics and finance applications, aiming to provide students with rigorous training. Chapters cover Bayesian approaches, nonparametric smoothing methods, machine learning, and continuous time econometrics.