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Applied Econometric Time Series : A User's Guide

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

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

ISBN13: 9780471039419

ISBN10: 0471039411

Applied Econometric Time Series : A User
Edition: 95
Copyright: 1995
Publisher: John Wiley & Sons, Inc.
Published: 1995
International: No
Applied Econometric Time Series : A User

ISBN13: 9780471039419

ISBN10: 0471039411

Edition: 95

Other Editions of Applied Econometric Time Series : A User's Guide

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

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

Other Editions of Applied Econometric Time Series : A User's Guide

Applied Econometric Time Series by Walter Enders - ISBN 9780471230656
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