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.
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, 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.
Inhaltsangabe
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
