Question
a) Discuss the process involved in implementing the Box-Jenkins approach to model economic and financial time series data. b) What are the consequences of applying
a) Discuss the process involved in implementing the Box-Jenkins approach to model economic and financial time series data.
b) What are the consequences of applying the Box-Jenkins approach to time series modelling to nonstationary data?
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Essentials of Econometrics
Authors: Damodar Gujarati, Dawn Porter
4th edition
73375845, 978-0071276078, 71276076, 978-0073375847
