User's Guide - Couverture souple

Enders, Walter

Couverture souple

ISBN 10 : 0471111635 ISBN 13 : 9780471111634

Editeur : John Wiley and Sons (WIE), 1995

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.

Détails de l'édition

• Éditeur: John Wiley and Sons (WIE)
• Date d'édition: 1995
• Langue: anglais
• ISBN 10: 0471111635
• ISBN 13: 9780471111634
• Reliure: Broché
• Nombre de pages: 304
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible