Research Catalog

Applied econometric time series

Title
Applied econometric time series / Walter Enders, University of Alabama.
Author
Enders, Walter, 1948-
Publication
Hoboken, NJ : Wiley, [2015]

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StatusFormatAccessCall NumberItem Location
Book/TextRequest in advance HB139 .E55 2015Off-site

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Details

Description
x, 485 pages; 24 cm
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."--Publisher's website.
Subject
  • Econometrics
  • Time-series analysis
  • Econometrie
  • Tijdreeksen
  • Ekonometri
  • Tidsserieanalys
Note
  • Includes index.
Contents
Difference equations -- Stationary time-series models -- Modeling volatility -- Models with trend -- Multiequation time-series models -- Cointegration and error-correction models -- Nonlinear models and breaks.
ISBN
  • 9781118808566
  • 1118808568
  • 9781118918616
  • 1118918614
LCCN
2014013428
OCLC
  • ocn876371009
  • SCSB-13567251
Owning Institutions
Columbia University Libraries