This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental

In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with example

Coverage has been extended to include recent topics. The book again presents a unified treatment of economic theory, with the method of maximum likelihood playi

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no tex

Part I. Unit roots and trend breaks -- Part II. Structural change