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Applied Econometric Times Series - 3rd edition

Applied Econometric Times Series (ISBN10: 0470566426; ISBN13: 9780470566428)
ISBN13: 978-0470566428
ISBN10: 0470566426

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 ...show moreGARCH 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: CourseSmart
Year Published: 2010
International: No

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