Applied econometric time series / Walter Enders, University of Alabama.
Material type: TextPublisher: Hoboken, NJ : Wiley, [2015]Copyright date: ©2015Edition: Fourth editionDescription: x, 485 pages : illustrations ; 24 cmContent type:- text
- unmediated
- volume
- 9781118808566
- 1118808568
- 330.01519232 23
- HB139 .E55 2015
Contents:
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." --Publisher's website.
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.
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Book | City Campus City Campus Main Collection | 330.01519232 END (Browse shelf(Opens below)) | 1 | Available | A539348B | ||
Book | City Campus City Campus Main Collection | 330.01519232 END (Browse shelf(Opens below)) | 1 | Available | A539352B | ||
Book | City Campus City Campus Main Collection | 330.01519232 END (Browse shelf(Opens below)) | 1 | Available | A554709B |
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.
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