Time Series and Panel Data Econometrics - Softcover

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M. Hashem Pesaran, John Elliot Distinguished Chair in Economics and professor of economics at University of Southern California Dornsife; Director of the USC Dornsife Institute of Economic Thinking, and Director of Centre in Applied Financial Economics at USC; Fellow of Trinity College, and emeritus Professor of Economics, Cambridge University

M. Hashem Pesaran is the John Elliot Distinguished Chair in Economics and professor of economics at USC Dornsife, the Director of the USC Dornsife Institute of Economic Thinking, and Director of Centre in Applied Financial Economics at USC. He is also a Fellow of Trinity College, and an emeritus Professor of Economics at Cambridge University. He received his Ph.D. in economics from Cambridge University. Prior to 1979 he headed the Economic Research Department of the Central Bank of Iran and served as Under-Secretary of the Iranian Ministry of Education. Dr Pesaran is a fellow of the British Academy, the Econometric Society, and the Journal of Econometrics. He has received the George Sell Prize and the Royal Economic Society Prize. He has more than 200 publications in the areas of econometrics, empirical finance, and macroeconomics and the Iranian economy. He is a co-developer of Microfit, an econometric software package published by Oxford University Press.