Applied econometric time series (Book, 2004) [WorldCat.org]
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Applied econometric time series

Author: Walter Enders
Publisher: Hoboken, NJ : J. Wiley, ©2004.
Series: Wiley series in probability and mathematical statistics.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:
"Assuming only a basic understanding of multiple regression analysis, this accessible introduction to time-series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using modern techniques."--BOOK JACKET.
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Genre/Form: Lehrbuch
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Walter Enders
ISBN: 0471230650 9780471230656 0471451738 9780471451730
OCLC Number: 52387978
Description: xiv, 460 pages : illustrations ; 24 cm.
Contents: Difference equations --
Stationary time-series models --
Modeling volatility --
Models with trend --
Multiequation time-series models --
Cointegration and error-correction models --
Nonlinear time-series models.
Series Title: Wiley series in probability and mathematical statistics.
Responsibility: Walter Enders.
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Abstract:

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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"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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