Research Catalog

Applied econometric time series

Title
Applied econometric time series / Walter Enders.
Author
Enders, Walter, 1948-
Publication
Hoboken, NJ : J. Wiley, ©2004.

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Details

Description
xiv, 460 pages : illustrations; 24 cm.
Summary
"Assuming only a basic understanding of multiple regression analysis, this accessible introduction to time-series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using modern techniques."--BOOK JACKET.
Series Statement
Wiley series in probability and mathematical statistics
Uniform Title
Wiley series in probability and mathematical statistics
Subject
  • Econometrics
  • Time-series analysis
  • Séries temporelles
  • Econométrie
  • Econometrics
  • Time-series analysis
  • Zeitreihenanalyse
  • Ökonometrie
  • Econometrie
  • Tijdreeksen
  • Econometria
Genre/Form
Lehrbuch.
Bibliography (note)
  • Includes bibliographical references (p. 445-451) and index.
Contents
Difference equations -- Stationary time-series models -- Modeling volatility -- Models with trend -- Multiequation time-series models -- Cointegration and error-correction models -- Nonlinear time-series models.
ISBN
  • 0471230650
  • 9780471230656
  • 0471451738
  • 9780471451730
LCCN
  • 2003053787
  • 9780471451730
OCLC
  • ocm52387978
  • 52387978
  • SCSB-1299383
Owning Institutions
Princeton University Library