Applied Econometric Times Series

ISBN-10: 1118808568

ISBN-13: 9781118808566

Edition: 4th 2015

Authors: Walter Enders

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Description:

Enders continues to provide business professionals with an accessible introduction to time-series analysis. Clearly shows them how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using the latest techniques.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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Book details

List price: $214.95
Edition: 4th
Copyright year: 2015
Publisher: John Wiley & Sons, Incorporated
Publication date: 11/3/2014
Binding: Paperback
Pages: 496
Size: 5.75" wide x 8.75" long x 1.00" tall
Weight: 1.584
Language: English

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