Applied econometric time series
- Title
- Applied econometric time series / Walter Enders.
- Published by
- Hoboken, NJ : J. Wiley, ©2004.
- Author
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Displaying 1 item
Status | Format | Access | Call number | Item location |
---|---|---|---|---|
Status | FormatText | AccessUse in library | Call numberHB139 .E55 2004 | Item locationOff-site |
Details
- Description
- xiv, 460 pages : illustrations; 24 cm.
- Summary
- "Assuming only a basic understanding of multiple regression analysis, this accessible introduction to time-series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using modern techniques."--BOOK JACKET.
- Series statement
- Wiley series in probability and mathematical statistics
- Uniform title
- Wiley series in probability and mathematical statistics
- Subject
- Genre/Form
- Lehrbuch.
- Contents
- Difference equations -- Stationary time-series models -- Modeling volatility -- Models with trend -- Multiequation time-series models -- Cointegration and error-correction models -- Nonlinear time-series models.
- Bibliography (note)
- Includes bibliographical references (p. 445-451) and index.