Applied Econometric Time Series

Walter Enders (Author)

9781118808566, Wiley

Paperback / softback, published 24 October 2014

496 pages
22.1 x 15 x 3.1 cm, 0.522 kg

Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr. Walter Enders commits to using a “learn-by-doing” approach to help readers master time-series analysis efficiently and effectively.

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 Models and Breaks

Index   

Subject Areas: Economics [KC]