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Applied econometric time series

Author: Walter Enders
Publisher: Hoboken [u.a.] : John Wiley & Sons, 2004.
Series: Wiley series in probability and statistics
Edition/Format:   Print book : English : 2. edView all editions and formats
Summary:

Reflects advances in time series econometrics, such as out of sample forecasting techniques, non linear time series models, Monte Carlo analysis, and bootstrapping. This book contains numerous  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Walter Enders
ISBN: 0471230650 9780471230656 0471451738 9780471451730
OCLC Number: 265061372
Description: 460 S.
Contents: Preface.About the Authors.Chapter 1. Difference Equations.Chapter 2. Stationary Time-Series Models.Chapter 3. Modeling Volatility.Chapter 4. Models with Trend.Chapter 5. Multiequation Time-Series Models.Chapter 6. Cointegration and Error-Correction Models.Chapter 7. Nonlinear Time-Series Models.Statistical Tables.References.Index.
Series Title: Wiley series in probability and statistics
Responsibility: Walter Enders.
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"In revising the text, the author has addressed a number of the issues raised by readers of the first edition and incorporated guidance on how to compare the forecasts of alternative time-series Read more...

 
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