GRADUATE SCHOOL OF SOCIAL SCIENCES / PUBLIC FINANCE / MLY6102 / APPLIED ECONOMETRICS
 
LEARNING RESOURCES (BOOKS AND OTHER MATERIALS) 
1Enders, W., Applied Econometric Time Series, John Wiley, 2004.
2Hamilton, J., Time Series Analysis, 1994.
3Tsay, R.S., Analysis of Financial Time Series, John Wiley, 2010.
4Franses, P. H. ve Dick van Dijk, Non-Linear Time Series Models in Empirical Finance, Cambridge Univ. Pres, 2000.