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RATS Handbook for Econometric Time Series

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ISBN-10: 0471148946

ISBN-13: 9780471148944

Edition: 1996

Authors: Walter Enders

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Book details

Copyright year: 1996
Publisher: John Wiley & Sons, Incorporated
Publication date: 2/27/1996
Binding: Paperback
Pages: 224
Size: 8.75" wide x 11.00" long x 0.50" tall
Weight: 0.792
Language: English

Introduction to RATS
Stationary Time-Series
Modeling Volatility
Tests for Trends and Unit Roots
Vector Autoregression Analysis
Cointegration and Error Correction
Statistical Tables
References and Additional Readings