Applied econometric time series /
Enders, Walter, 1948-
Applied econometric time series / Walter Enders, University of Alabama. - Fourth edition. - x, 485 pages : illustrations ; 24 cm
Includes index.
Preface -- About the author -- 1. Difference equations -- 2. Stationary time-series models -- 3. Modeling volatility -- 4. Models with trend -- 5. Multiequation time-series models -- 6. Cointegration and error-correction models -- 7. 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." --Publisher's website.
9781118808566 1118808568
2014013428
Econometrics
Time-series analysis.
HB139 / .E55 2015
330.01519232
Applied econometric time series / Walter Enders, University of Alabama. - Fourth edition. - x, 485 pages : illustrations ; 24 cm
Includes index.
Preface -- About the author -- 1. Difference equations -- 2. Stationary time-series models -- 3. Modeling volatility -- 4. Models with trend -- 5. Multiequation time-series models -- 6. Cointegration and error-correction models -- 7. 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." --Publisher's website.
9781118808566 1118808568
2014013428
Econometrics
Time-series analysis.
HB139 / .E55 2015
330.01519232