^{#smrgKİTABEVİ} Means of Econometric Modelling in Time Series - 2021

This book combines my lecture notes on the Econometrics course in Marmara University. The purpose of combining the lecture notes in a book is to survey and illustrate different economic time series modelling methods and to emphasize the role and importance of econometrics in practice. In parallel, the primary concerns are to help undergraduate and postgraduate students understand the main econometric tools used in the Econometrics Modelling and also to present some of the crucial Time Series issues discussed in the econometrics literature.

In recent years, the use of Time Series in Econometric Modelling in research has relied heavily on narrow theoretical knowledge and the capacity of package programmes. Knowledge on Data Analysis and factual theoretical modelling has been neglected throughout. Focusing on theoretical structures of Time Series Modelling, requires an adequate and accurate understanding of the time series behaviour. I strongly opine that the constructions, solutions and implications of such models must be identified by the specific time series theorems for maintaining their consistency, coherence and completeness as a whole. Furthermore, in Time Series Modelling, an adequate structure must be established. Addionally, I belive academic responsibility ought to go beyond narrowly focused concerns of specification and testing.