Introduction to Econometric Time Series

Introduction to Econometric Time Series presents a structured introduction to econometric time series analysis. The exposition develops from the probabilistic foundations of stochastic processes to linear dynamic models, unit roots, cointegration, and error correction mechanisms. Particular attention is devoted to conceptual clarity, especially in the distinction between stationarity, equilibrium conditions, and long-run relationships. Classical results such as the Wold decomposition and limit theorems for dependent processes are discussed in detail to clarify their role in econometric modeling. The book is intended for advanced undergraduate and graduate students in economics and related disciplines.