Applied Econometric Time Series

Walter Enders (Autor)

Buch | Softcover

496 Seiten

2014 | 4th edition
John Wiley & Sons Inc (Verlag)
978-1-118-80856-6 (ISBN)

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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.

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.

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

Reihe/Serie	Wiley Series in Probability and Statistics
Verlagsort	New York
Sprache	englisch
Maße	150 x 221 mm
Gewicht	522 g
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	1-118-80856-8 / 1118808568
ISBN-13	978-1-118-80856-6 / 9781118808566
Zustand	Neuware