Applied econometric time series

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Title:

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.

Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:GEN-BOOK	33168023674860	330.01519232 E56A 2004	1	Searching... Unknown

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Summary

Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen.

This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, non-linear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.