MLY6102 / UYGULAMALI EKONOMETRİ

Kaynaklar

 
KAYNAK KİTAPLAR 
1Enders, W., Applied Econometric Time Series, John Wiley, 2004.
2Hamilton, J., Time Series Analysis, 1994.
3Tsay, R.S., Analysis of Financial Time Series, John Wiley, 2010.
4Franses, P. H. ve Dick van Dijk, Non-Linear Time Series Models in Empirical Finance, Cambridge Univ. Pres, 2000.