Efficiency, time series, Econometrics
Hi,
Pls see the following.
http://faculty.ndhu.edu.tw/~jlin/files/impulse.pdf
http://economia.unipv.it/pagp/pagine_personali/erossi/dottorato_svar.pdf
http://www.ucl.ac.uk/~uctp041/Teaching_files/Tutorial_IRF.pdf
Time Series Analysis: With Applications in R
By Jonathan D. Cryer, Kung-Sik Chan
Time Series Analysis: Methods and Applications
edited by Tata Subba Rao, Suhasini Subba Rao, Calyampudi Radhakrishna Rao
Handbook of Time Series Analysis: Recent Theoretical Developments and ...
edited by Björn Schelter, Matthias Winterhalder, Jens Timmer
Kind regards
Thushara
I think Hamilton's Time Series Analysis is pretty interesting in that regard.
Thank you all ..... best Regards
Econometric Models and Economic Forecasts, Robert Pindyck and Daniael Rubinfeld, third edition pp 385-387
Following articles are very helpful!
http://www.sciencedirect.com/science/article/pii/S0165176597002140
https://ideas.repec.org/a/ire/issued/v01n011998p101-126.html
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