Studies in Econometrics, Time Series, and Multivariate Statistics covers the theoretical and practical aspects of econometrics, social sciences, time series, an

An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Appli

The book describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades.

Which time series test should researchers choose to best describe the interactions among a set of time series variables? Providing guidelines for identifying th