Enders, Walter

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.

9788126515646


Econometrics

658.4033 END