Applied Econometric Time Series - Walter Enders

Applied Econometric Time Series

(Autor)

Buch | Softcover
496 Seiten
2014 | 4th edition
John Wiley & Sons Inc (Verlag)
978-1-118-80856-6 (ISBN)
268,52 inkl. MwSt
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 145 x 224 mm
Gewicht 635 g
Themenwelt Wirtschaft Volkswirtschaftslehre Ökonometrie
ISBN-10 1-118-80856-8 / 1118808568
ISBN-13 978-1-118-80856-6 / 9781118808566
Zustand Neuware
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