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Applied Econometric Time Series (Wiley Series in Probability and Statistics) - Hardcover

Enders, Walter

 
9780470505397: Applied Econometric Time Series (Wiley Series in Probability and Statistics)
Hardcover
ISBN 10: 0470505397 ISBN 13: 9780470505397
Verlag: Wiley & Sons, 2009

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

About the Author: Walter Enders is Professor and Lee Bidgood Chair of Economics and Finance at the University of Alabama. He received his doctorate in economics from Columbia University. His current research focuses on the development and application of time-series models to areas in economics and finance, including documenting the cyclic and shifting nature of terrorist attacks in response to defensive counteractions. Dr. Enders has published numerous research articles in such journals as the Review of Economics and Statistics, Quarterly Journal of Economics, and the Journal of International Economics. He has also published articles in the American Economic Review, the Journal of Business and Economic Statistics, and the American Political Science Review.

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Verlag
Wiley & Sons
Erscheinungsdatum
2009
Sprache
Englisch
ISBN 10 
0470505397
ISBN 13 
9780470505397
Einband
Gebundene Ausgabe
Auflage
3
Anzahl der Seiten
517
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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