Applied Econometric Times Series - Couverture rigide

Enders, Walter

Couverture rigide

ISBN 10 : 0470505397 ISBN 13 : 9780470505397

Editeur : John Wiley & Sons Ltd, 2009

Synopsis

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.

A propos du livre

À propos de l'auteur

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.

Détails de l'édition

• Éditeur: John Wiley & Sons Ltd
• Date d'édition: 2009
• Langue: anglais
• ISBN 10: 0470505397
• ISBN 13: 9780470505397
• Reliure: Relié
• Numéro d'édition: 3
• Nombre de pages: 544
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible