Shahid Beheshti University

“Applied Econometrics of Time Series Data” published by SBU Press

Published: 2021/08/13 8:41 PM

 

The book “Applied Econometrics of Time Series Data”, authored by Dr. Mohammad Noferesti, a faculty member of the Faculty of Economics and Political Sciences of SBU, has been published recently by SBU Press in 366 pages.

Today, the application of time series econometrics, especially in the fields of macroeconomics and financial economics, has undergone significant development. Therefore, for researchers who study economic issues empirically, familiarity with analytical tools of time series is an inevitable necessity. The present book is an attempt to meet such a need. The book is written with a simple language with the aim of addressing the concepts and how to use econometric methods of time series in modeling and estimating economic relations, and tries to avoid the complexities of mathematical statistics in extracting and proving relations. The content of the book is based on the material that has been presented to master's degree economics students during the last two decades through the course of applied econometrics. The contents of each chapter are accompanied by examples from the Iranian economy so that the practical aspects of the proposed methods are quite tangible. The end of each chapter explains how to perform the statistical methods by EViews 11 software.

The level of the material presented in the book has been selected in such a way that it is suitable for postgraduate students in the course of applied econometrics. The first five chapters of the book are also suitable for undergraduate students. The contents of the book are very useful for those PhD students who intend to write their dissertations on topics in the field of macroeconomics or financial economics that are accompanied by the analysis of time series data.

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Shahid Beheshti University

Shahid Beheshti University