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Applied Econometric Time Series

Applied Econometric Time Series - 2nd edition

ISBN13: 978-0471230656

ISBN13: 978-0471230656
ISBN10: 0471230650
Cover type: Hardback
Edition/Copyright: 2ND 04
Publisher: John Wiley & Sons, Inc.
Published: 2004
International: No

List price: $194.75

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Applied Econometric Time Series - 2ND 04 edition

ISBN13: 978-0471230656

Walter Enders

ISBN13: 978-0471230656
ISBN10: 0471230650
Cover type: Hardback
Edition/Copyright: 2ND 04
Publisher: John Wiley & Sons, Inc.

Published: 2004
International: No
Summary

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.

Author Bio

Enders, Walter : University of Alabama

Walter Enders, is the Lee Bidgood Chair of Economics at the University of Alabama. He received his doctorate in economics from Columbia University in New York. His research focuses on time-series econometrics with a special emphasis on the dynamic aspects of terrorism. He has published over fifty articles including those in the American Economic Review, the American Political Science Review, and the Journal of Business and Economics Statistics.

Table of Contents

1. Difference Equations.
2. Stationary Time-Series Models.
3. Modeling Volatility.
4. Testing for Trends and Unit Roots.
5. Multiequation Time-Series Models.
6. Cointegration and Error-Correction Models.
7. Nonlinear Time-Series Models.
Statistical Tables.
References.
Author Index.
Subject Index.

Other Editions for Applied Econometric Time Series

Applied Econometric Time Series - 3rd edition

ISBN13: 978-0470505397
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