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Introduction

In: Time Series Econometrics

Author

Listed:
  • John D. Levendis

    (Loyola University New Orleans)

Abstract

The econometrics of cross sections relies on the fact that observations are independent. The opposite is the case with time series. Today’s data depends, at least in part, on yesterday’s data. There is inertia to the system. This chapter introduces some key notation and math behind time series econometrics. We also introduce Stata, some of its time series functions, and how to install the various user-written packages we will make use of throughout the text.

Suggested Citation

  • John D. Levendis, 2023. "Introduction," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 1-10, Springer.
    • Handle: RePEc:spr:sptchp:978-3-031-37310-7_1
    DOI: 10.1007/978-3-031-37310-7_1
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