Time Series Econometrics
A topic within Econometrics, itself one of 9 topics in that field and part of Economics.
Reading for Econometrics
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Primary sources and full treatments.
- BookMostly Harmless EconometricsJoshua Angrist & Jörn-Steffen Pischke, 2009
Puts the identification strategy before the estimator: what makes a comparison credible matters more than the sophistication of the regression.