Devrup Ghatak writes:
I am a student of economics and recently read your review of Mostly Harmless Econometrics. In the review you mention that the book contains no time series. Given that your book on data analysis (Data Analysis using Regression) does not contain any time series material either, I wonder if you happen to have any favourite time series reference similar in style/level to the data analysis book.
I don’t know. The closest thing might be Hierarchical Modeling and Analysis for Spatial Data by Banerjee, Carlin, and Gelfand, but I don’t know of anything focused on time series that’s quite in the format that I’d prefer. This is not my area, though. Maybe you, the readers, have some suggestions?