The Foundations of Modern Time Series Analysis
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The Econometric Modelling of Financial Time Series
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Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics
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Applied Time Series Analysis: A Practical Guide to Modeling and Forecasting
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Time Series Techniques for Economists
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Palgrave Handbook of Econometrics Volume 1
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Modelling Trends and Cycles in Economic Time Series
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