Applied Econometric Time Series
- 2nd Ed.
- New Delhi John Wiley & Sons 2004
- xiv, 465 p. 23 cm ; Pbk
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.