TY - BOOK AU - Harris,Richard I.D. AU - Sollis,R. AU - Sollis,R. TI - Applied time series modelling and forecasting SN - 9780470844434 (pbk.) : AV - QA280 .H3 2005 U1 - 519.55 HAR PY - 2005/// CY - Chichester, West Sussex PB - Wiley KW - Time-series analysis KW - Mathematics KW - ukslc KW - Econometrics & economic statistics KW - thema KW - Economic forecasting KW - Finance N1 - Originally published: 2003; Includes bibliographical references and index; 1.Introduction and overview -- 2.Short- and long-run modesl -- 3.Testing for unit roots -- 4.Cointegration in single equations -- 5.Cointegration in multivariate systems -- 6.Modelling the short-run multivariate system -- 7.Panel data models and cointegration -- 8.Modelling and forecasting financial times series N2 - This text covers time series modelling and forecasting for econometrics and finance students. This new edition has been simplified for more ease of use and includes new chapters and substantial important revisions ER -