Applied Econometric Time Series
John Wiley & Sons Inc (Verlag)
978-0-471-23065-6 (ISBN)
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Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen. This new edition 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.
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.
Preface.About the Authors.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 Time-Series Models.Statistical Tables.References.Index.
| Erscheint lt. Verlag | 22.7.2005 |
|---|---|
| Reihe/Serie | Wiley Series in Probability and Statistics |
| Zusatzinfo | illustrations |
| Verlagsort | New York |
| Sprache | englisch |
| Maße | 365 x 233 mm |
| Gewicht | 672 g |
| Einbandart | gebunden |
| Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
| ISBN-10 | 0-471-23065-0 / 0471230650 |
| ISBN-13 | 978-0-471-23065-6 / 9780471230656 |
| Zustand | Neuware |
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