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Informationen zum Autor 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. Klappentext The RATS Handbook for Econometric Time Series is a very valuable resource for beginning RATS users as well as experienced users looking to learn more about time series techniques. Supporting materials can be found at: http: //www.estima.com/enders/. Zusammenfassung A workbook/disk on performing estimations with RATS 4.0 or later, with overviews of topics in time-series analysis; discussion of RATS instructions and procedures relevant to each topic; sample programs; discussion of output; and exercises. After an introduction to RATS, topics include stationary ti Inhaltsverzeichnis Introduction to RATS. Stationary Time-Series. Modeling Volatility. Tests for Trends and Unit Roots. Vector Autoregression Analysis. Cointegration and Error Correction. Statistical Tables. References and Additional Readings.
