{"title":"Introduction to Linear Time Series Models","authors":"J. Racine","doi":"10.1093/OSO/9780190900663.003.0001","DOIUrl":null,"url":null,"abstract":"This chapter introduces time series data and outlines how it differs from cross sectional data. It also highlights how the object of interest when modelling time series data is the forecast, which differs from the object of interest in cross-sectional modelling, which is typically some parameter of interest that has an economic interpretation.","PeriodicalId":244208,"journal":{"name":"Reproducible Econometrics Using R","volume":"10 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Reproducible Econometrics Using R","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1093/OSO/9780190900663.003.0001","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
This chapter introduces time series data and outlines how it differs from cross sectional data. It also highlights how the object of interest when modelling time series data is the forecast, which differs from the object of interest in cross-sectional modelling, which is typically some parameter of interest that has an economic interpretation.
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