Time series econometrics and forecasting constitute a dynamic research area that combines sophisticated statistical methodologies with economic theory to model, interpret and predict economic and ...

We propose an intuitive and simple-to-use procedure for estimating the cointegration rank of a high-dimensional time series system with possible breaks. Based on a similar idea to a principal ...

Nilanjan Banik is a professor at Bennett University's School of Business. His work focuses on the application of time series econometrics in issues relating to international trade, market structure ...

From input costs to water usage and crop rotations, technology is transforming how producers plan for the future. At ...