Applied econometric time series
by
 
Enders, Walter, 1948-

Title
: 
Applied econometric time series

Author
: 
Enders, Walter, 1948-

ISBN
: 
9780471230656
 
9780471451730

Personal Author
: 
Enders, Walter, 1948-

Edition
: 
2nd ed.

Publication Information
: 
Hoboken, NJ : J. Wiley, c2004.

Physical Description
: 
xiv, 460 p. : ill. ; 24 cm.

Series
: 
Wiley series in probability and mathematical statistics

Series Title
: 
Wiley series in probability and mathematical statistics

Contents
: 
Difference equations -- Stationary time-series models -- Modeling volatility -- Models with trend -- Multiequation time-series models -- Cointegration and error-correction models -- Nonlinear time-series models.

Subject Term
: 
Econometrics.
 
Time-series analysis.
 
Econometrie.
 
Tijdreeksen.
 
Econometria.


LibraryMaterial TypeItem BarcodeShelf NumberCopyStatus
IIEMSAGeneral Books33168023674860330.01519232 E56A 20041On-Shelf Student