Research Catalog

Applied econometric time series

Title
Applied econometric time series / Walter Enders.
Author
Enders, Walter, 1948-
Publication
New York : Wiley, ©1995.

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StatusFormatAccessCall NumberItem Location
Book/TextUse in library HB139 .E55 1995Off-site

Details

Description
xi, 433 pages : illustrations; 24 cm
Summary
This advanced text for a course on time series econometrics introduces modern time series analyses through the use of wide-ranging examples and applications. Providing a balance between macro- and microeconomic applications, the book covers recent work that has only been published in journals.
Series Statement
Wiley series in probability and mathematical statistics
Uniform Title
Wiley series in probability and mathematical statistics.
Subject
  • Econometrics
  • Time-series analysis
  • Econometrie
  • Tijdreeksen
  • Séries chronologiques
  • Économétrie
Bibliography (note)
  • Includes bibliographical references (p. 423-426) and indexes.
Contents
Ch. 1. Difference Equations. 1. Time-Series Models. 2. Difference Equations and Their Solutions. 3. Solution by Iteration. 4. An Alternative Solution Methodology. 5. The Cobweb Model. 6. Solving Homogeneous Difference Equations. 7. Finding Particular Solutions for Determimstic Processes. 8. The Method of Undetermined Coefficients. 9. Lag Operators. 10. Forward-Versus Backward-Looking Solutions -- Ch. 2. Stationary Time-Series Models. 1. Stochastic Difference Equation Models. 2. ARMA Models. 3. Stationarity. 4. Stationarity Restrictions for an ARMA(p, q) Model. 5. The Autocorrelation Function. 6. The Partial Autocorrelation Function. 7. Sample Autocorrelations of Stationary Series. 8. Box-Jenkins Model Selection. 9. The Forecast Function. 10. A Model of the WPI. 11. Seasonality -- Ch. 3. Modeling Economic Time Series: Trends and Volatility. 1. Economic Time Series: The Stylized Facts. 2. ARCH Processes. 3. ARCH and GARCH Estimates of Inflation.
ISBN
  • 0471039411
  • 9780471039419
  • 0471111635
  • 9780471111634
LCCN
94027849
OCLC
  • ocm30779267
  • 30779267
  • SCSB-2042510
Owning Institutions
Princeton University Library