Applied Econometric Time Series
By: Enders, Walter
.
Material type: 
BookSeries: Wiley Series in Probability and Statistics. Publisher: Chichester [u.a.] , Wiley, 2010Edition: 3 rd.ed.Description: 544 pages.ISBN: 978-0-470-50539-7.Subject(s): econometrics | time series analysis | statistics | data analysis | forecasting | business statisticsGenre/Form: textbookOnline resources: Publisher's website Summary: Enders continues to provide business professionals with an accessible introduction to time-series analysis. He clearly shows them how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using the latest techniques. The third edition includes new discussions on parameter instability and structural breaks as well as out-of-sample forecasting methods. New developments in unit root test and cointegration tests are covered. Multivariate GARCH models are also presented. In addition, several statistical examples have been updated with real-world data to help business professionals understand the relevance of the material.
| Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| Monography | Library | C2 04 (Browse shelf) | Available | 131513 |
Enders continues to provide business professionals with an accessible introduction to time-series analysis. He clearly shows them how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using the latest techniques. The third edition includes new discussions on parameter instability and structural breaks as well as out-of-sample forecasting methods. New developments in unit root test and cointegration tests are covered. Multivariate GARCH models are also presented. In addition, several statistical examples have been updated with real-world data to help business professionals understand the relevance of the material.
There are no comments for this item.