Abstract
In this text, we have explored some of the more common time-series econometric techniques. The approach has centered around developing a practical knowledge of the field, learning by replicating basic examples and seminal research. But there is a lot of bad research out there, and you would be best not to replicate the worst practices of the field.
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Neither I nor McCloskey and Ziliak have run the relevant hypothesis tests, but such large numbers have large practical implications: the profession has neglected to consider whether an effect is worth worrying over. For an interesting response to Ziliak and McCloskey on the usefulness of p-values, see Elliott and Granger (2004).
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Levendis, J.D. (2018). Conclusion. In: Time Series Econometrics. Springer Texts in Business and Economics. Springer, Cham. https://doi.org/10.1007/978-3-319-98282-3_13
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