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Applied Econometric Time Series : A User's Guide

Applied Econometric Time Series : A User's Guide - 95 edition

ISBN13: 978-0471039419

Cover of Applied Econometric Time Series : A User
ISBN13: 978-0471039419
ISBN10: 0471039411
Cover type:
Edition: 95
Copyright: 1995
Publisher: John Wiley & Sons, Inc.
Published: 1995
International: No

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Applied Econometric Time Series : A User's Guide - 95 edition

ISBN13: 978-0471039419

Walter Enders

ISBN13: 978-0471039419
ISBN10: 0471039411
Cover type:
Edition: 95
Copyright: 1995
Publisher: John Wiley & Sons, Inc.
Published: 1995
International: No
Summary
  • Unique in that it covers modern time series analysis from the sole prerequisite of an introductory course in multiple regression analysis.
  • Describes the theory of difference equations, demonstrating that they are the foundation of all time - series models with emphasis on the Box - Jenkins methodology.
  • Considers many recent developments in time series analysis including unit root tests, ARCH models, cointegration/error - correction models, vector autoregressions and more.

There are numerous examples to illustrate various techniques, many of which concern econometric models of transnational terrorism. The accompanying disk provides data for students to work with.

Table of Contents

Difference Equations
Stationary Time-Series Models
Modeling Economic Time Series: Trends and Volatility
Testing for Trends and Unit Roots
Multiequation Time-Series Models
Cointegration and Error-Correction Models
Statistical Tables
References
Indexes

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Cover of Applied Econometric Time Series 2nd edition

Applied Econometric Time Series - 2nd edition

ISBN13: 978-0471230656
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