Applied econometric time series / Walter Enders.

By: Enders, Walter, 1948-Material type: Text

TextLanguage: English Series: Wiley series in probability and mathematical statisticsPublication details: Hoboken, NJ : J. Wiley, c2004. Edition: 2nd edDescription: xiv, 460 p. : ill. ; 24 cmISBN: 0471230650 (cloth); 0471451738 (WIE); 9780471230656 Subject(s): Econometrics | Time-series analysisDDC classification: 330.015195 LOC classification: HB139 | .S688 1995Online resources: WorldCat details

Contents:

TOC Difference equations -- Stationary time-series models -- Modeling volatility -- Models with trend -- Multiequation time-series models -- Cointegration and error-correction models -- Nonlinear time-series models.

Summary: Summary: Reflects advances in time series econometrics, such as out of sample forecasting techniques, non linear time series models, Monte Carlo analysis, and bootstrapping. This book contains numerous Read more...

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode	Item holds
Text	Dr. S. R. Lasker Library, EWU Reserve Section	Non-fiction	330.015195 ENA 2004 (Browse shelf(Opens below))	C-1	Not For Loan		26609

Total holds: 0

Includes bibliographical references and index.

TOC Difference equations --
Stationary time-series models --
Modeling volatility --
Models with trend --
Multiequation time-series models --
Cointegration and error-correction models --
Nonlinear time-series models.

Summary:
Reflects advances in time series econometrics, such as out of sample forecasting techniques, non linear time series models, Monte Carlo analysis, and bootstrapping. This book contains numerous Read more...

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