Applied econometric time series / Walter Enders.
Material type:
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 | 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 |
Browsing Dr. S. R. Lasker Library, EWU shelves, Shelving location: Reserve Section Close shelf browser (Hides shelf browser)
|
|
|
|
|
|
|
||
| 330.015195 CAM 2009 Microeconometrics using Stata / | 330.015195 ECO 2004 Econometric methods with applications in business and economics / | 330.015195 ENA 1995 Applied econometric time series / | 330.015195 ENA 2004 Applied econometric time series / | 330.015195 FRC 2002 A concise introduction to econometrics : | 330.015195 GRE 2000 Econometric analysis / | 330.015195 GRE 2003 Econometric analysis / |
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...
Economics
Saifun Momota
There are no comments on this title.