Applied Econometrics Time Series - Couverture rigide

Enders, Walter

Couverture rigide

ISBN 10 : 0471039411 ISBN 13 : 9780471039419

Editeur : John Wiley and Sons (WIE), 1994

Synopsis

This advanced text for a course on time series econometrics introduces modern time series analyses through the use of wide-ranging examples and applications. Providing a balance between macro and microeconomic applications, the book covers recent work in non-stationary time series that has only been published in journals, including unit-root test, ARCH models and co-integration/error-correction models. VAR analysis has been added as well as examples from different sources; the examples include Exchange Rate determination, the theory of purchasing power parity, and transnational terrorism.

A propos du livre

Présentation de l'éditeur

Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. Applied Econometric Times Series was among those chosen.

Unique in that it covers modern time series analysis from the sole prerequisite of an introductory course in multiple regression analysis. Describes the theory of difference equations, demonstrating that they are the foundation of all time–series models with emphasis on the Box–Jenkins methodology. Considers many recent developments in time series analysis including unit root tests, ARCH models, cointegration/error–correction models, vector autoregressions and more. There are numerous examples to illustrate various techniques, many of which concern econometric models of transnational terrorism. The accompanying disk provides data for students to work with.

Détails de l'édition

• Éditeur: John Wiley and Sons (WIE)
• Date d'édition: 1994
• ISBN 10: 0471039411
• ISBN 13: 9780471039419
• Reliure: Relié
• Langue: anglais
• Nombre de pages: 304
• Coordonnées du fabricant: non disponible