Applied Econometric Time Series

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.

List of contents

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

About the author

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.

Summary

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.

Product details

• Authors: W Enders, Walter Enders, Walter (University of Alabama) Enders, Enders Walter
• Publisher: Wiley, John and Sons Ltd
• Languages: English
• Product format: Paperback / Softback
• Released: 24.10.2014
• EAN: 9781118808566
• ISBN: 978-1-118-80856-6
• No. of pages: 496
• Series: Wiley Series in Probability and Statistics; Wiley Series in Probability and Statistics; Wiley Series in Probability an; Wiley Probability and Statisti
• Subjects: Social sciences, law, business > Business > Economics; Volkswirtschaftslehre, Economics, Ökonometrie, Zeitreihenanalyse, Econometrics