Introduction

John D. Levendis
Additional contact information
John D. Levendis: Loyola University New Orleans

Chapter Chapter 1 in Time Series Econometrics, 2023, pp 1-10 from Springer

Abstract: Abstract The econometrics of cross sections relies on the fact that observations are independent. The opposite is the case with time series. Today’s data depends, at least in part, on yesterday’s data. There is inertia to the system. This chapter introduces some key notation and math behind time series econometrics. We also introduce Stata, some of its time series functions, and how to install the various user-written packages we will make use of throughout the text.

Date: 2023
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-031-37310-7_1

Ordering information: This item can be ordered from
http://www.springer.com/9783031373107

DOI: 10.1007/978-3-031-37310-7_1

Access Statistics for this chapter

More chapters in Springer Texts in Business and Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().