Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book...

"Praise for the Second Edition"As a comprehensive statistics reference book for quality improvement, it certainly is one of the best books available."-TechnometricsThis new edition continues to provide the most current, proven statistical methods for quality control and quality improvementThe...

This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, non-linear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate...