It takes the average reader 7 hours and 3 minutes to read Time Series Econometrics by John D. Levendis
Assuming a reading speed of 250 words per minute. Learn more
In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger and Newbold, and Nelson and Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot and Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Finally, students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful.
Time Series Econometrics by John D. Levendis is 409 pages long, and a total of 105,931 words.
This makes it 138% the length of the average book. It also has 129% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 9 hours and 38 minutes to read Time Series Econometrics aloud.
Time Series Econometrics is suitable for students ages 12 and up.
Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.
When deciding what to show young students always use your best judgement and consult a professional.
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