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Applied econometric time series / Walter Enders.

By: Material type: TextTextPublication details: New Jersey : John Wiley, c2015.Edition: 4th edDescription: x, 485 p. ; 24 cmISBN:
  • 9781118808566 (pbk.)
Subject(s): DDC classification:
  • 330.18 23 En56
Contents:
Difference equations -- Stationary time-series models -- Chapter 1. Modeling volatility -- Chapter 2. Models with trend -- Chapter 3. Multiequation time-series models -- Chapter 4. Cointegration and error-correction models -- Chapter 5. Nonlinear models and breaks.
Summary: Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr. Walter Enders commits to using a learn–by–doing approach to help readers master time–series analysis efficiently and effectively.
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Includes bibliographical references and index.

Difference equations --
Stationary time-series models --
Chapter 1. Modeling volatility --
Chapter 2. Models with trend --
Chapter 3. Multiequation time-series models --
Chapter 4. Cointegration and error-correction models --
Chapter 5. Nonlinear models and breaks.

Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr. Walter Enders commits to using a learn–by–doing approach to help readers master time–series analysis efficiently and effectively.

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