Applied Econometric Time Series

By:

Enders, Walter

Material type: Text

TextPublication details: John Wiley & Sons New Delhi 2004Edition: 2nd EdDescription: xiv, 465 p. 23 cm ; PbkISBN:

9788126515646

Subject(s):

Econometrics

DDC classification:

658.4033 END

Contents:

Preface About The Authors · Difference Equations · Stationary Time-Series Models · Modeling Volatility · Models With Trend · Multi-equation Time-Series Models · Co-integration And Error-Correction Models · Nonlinear Time-Series Models Statistical Tables References Index

Summary: This text 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.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	658.4033 END (Browse shelf(Opens below))	Available		40250

Gratis

Preface
About The Authors
· Difference Equations
· Stationary Time-Series Models
· Modeling Volatility
· Models With Trend
· Multi-equation Time-Series Models
· Co-integration And Error-Correction Models
· Nonlinear Time-Series Models
Statistical Tables
References
Index

This text 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.

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