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Applied Econometric Time Series

Applied Econometric Time Series - 2nd edition

Applied Econometric Time Series - 2nd edition

ISBN13: 9780471230656

ISBN10: 0471230650

Applied Econometric Time Series by Walter Enders - ISBN 9780471230656
Edition: 2ND 04
Copyright: 2004
Publisher: John Wiley & Sons, Inc.
Published:
International: No
Applied Econometric Time Series by Walter Enders - ISBN 9780471230656

ISBN13: 9780471230656

ISBN10: 0471230650

Edition: 2ND 04

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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

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.