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CHAPTER 1 Fundamental Concepts of Time-Series Econometrics .
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Time Series Econometrics Course Syllabus Fall 2012 . economy and nance is based on data that vary over time. . James Hamilton, Time Series Analysis, .
In Nonlinear Time Series Analysis . "Specification Testing in Markov-Switching Time-Series Models", Journal of Econometrics, . (coauthored with Lawrence C. Hamilton).
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