Research Catalog
Applied econometric time series
- Title
- Applied econometric time series / Walter Enders.
- Author
- Enders, Walter, 1948-
- Publication
- New York : Wiley, ©1995.
Items in the Library & Off-site
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1 Item
Status | Format | Access | Call Number | Item Location |
---|---|---|---|---|
Book/Text | Use in library | HB139 .E55 1995 | Off-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
- 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