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ERIC Number: EJ1142873
Record Type: Journal
Publication Date: 2017
Pages: 9
Abstractor: ERIC
ISBN: N/A
ISSN: ISSN-0022-0485
Time Series Econometrics for the 21st Century
Hansen, Bruce E.
Journal of Economic Education, v48 n3 p137-145 2017
The field of econometrics largely started with time series analysis because many early datasets were time-series macroeconomic data. As the field developed, more cross-sectional and longitudinal datasets were collected, which today dominate the majority of academic empirical research. In nonacademic (private sector, central bank, and governmental) applications, time-series data is still important. Consequently, undergraduate courses must still teach time-series econometric tools if educators are to best serve students. This article reviews the key models that the author believes are most critical for economics students: (1) autoregressive models; (2) distributed lag models; and (3) autoregressive distributed lag models.
Routledge. Available from: Taylor & Francis, Ltd. 530 Walnut Street Suite 850, Philadelphia, PA 19106. Tel: 800-354-1420; Tel: 215-625-8900; Fax: 215-207-0050; Web site: http://www.tandf.co.uk/journals
Publication Type: Journal Articles; Reports - Evaluative
Education Level: Higher Education; Postsecondary Education
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A