Time Series Forecasting

Ghysels, E. and Marcellino, M. (2018): Applied Economic Forecasting using Time Series Methods

Enders, W. (2015): Applied Econometric Time Series

Elliott, G. and Timmermann, A. (2016): Economic Forecasting

Hamilton, J.D. (1994): Time Series Analysis

Hyndman, R., and Athanasopoulos, G. (2018): Forecasting: Principles and Practice

Tsay, R.S. (2010): Analysis of Financial Time Series

Ghysels, E. and Marcellino, M. (2018): Applied Economic Forecasting using Time Series Methods

Enders, W. (2015): Applied Econometric Time Series

Hamilton, J.D. (1994): Time Series Analysis

Hyndman, R., and Athanasopoulos, G. (2018): Forecasting: Principles and Practice

Elliott, G. and Timmermann, A. (2016): Economic Forecasting

Tsay, R.S. (2010): Analysis of Financial Time Series

Zuur, A.F., Ieno, E.N., and Meesters, E. (2009), A Beginner’s Guide to R

Cowpertwait, P. and Metcalfe, A. (2009), Introductory Time Series with R

Pfaff, B. (2008), Analysis of Integrated and Cointegrated Time Series with R