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Applied Econometric Time Series - 3rd edition

Applied Econometric Time Series (ISBN10: 0470505397; ISBN13: 9780470505397)
ISBN13: 978-0470505397
ISBN10: 0470505397

Summary: Enders continues to provide business professionals with an accessible introduction to time-series analysis. He clearly shows them how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using the latest techniques. The third edition includes new discussions on parameter instability and structural breaks as well as out-of-sample forecasting methods. New developments in unit root test and cointegration tests are covered. Multivariate
GARCH models are also presented. In addition, several statistical examples have been updated with real-world data to help business professionals understand the relevance of the material.
...show more
Summary: Enders continues to provide business professionals with an accessible introduction to time-series analysis. He clearly shows them how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using the latest techniques. The third edition includes new discussions on parameter instability and structural breaks as well as out-of-sample forecasting methods. New developments in unit root test and cointegration tests are covered. Multivariate GARCH models are also presented. In addition, several statistical examples have been updated with real-world data to help business professionals understand the relevance of the material. ...show less

Edition/Copyright: 3RD 10
Cover: Hardback
Publisher: John Wiley & Sons, Inc.
Published: 11/02/2009
International: No



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