Applied Econometric Times Series - Couverture rigide

Enders, Walter

Couverture rigide

ISBN 10 : 0471451738 ISBN 13 : 9780471451730

Editeur : John Wiley & Sons Inc, 2004

Synopsis

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A propos du livre

Quatrième de couverture :

Modern Techniques for Modern Time–Series Analysis!

Assuming only a basic understanding of multiple regression analysis, the accessible introduction to time–series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using modern techniques.

This new edition reflects recent advances in time–series econometrics, such as out–of–sample forecasting techniques, nonlinear time–series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate the techniques.

Features:

• Detailed example using real–world data illustrate key concepts.
• Present a straightforward, step–by–step approach to time–series estimation.
• A large number of questions and empirical exercises enable you to practice the techniques covered in the text.
• Data sets are available on the text s Web site.
• Emphasizes difference equations as the foundation of all time–series models.

Présentation de l'éditeur :

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

This new edition reflects recent advances in time–series econometrics, such as out–of–sample forecasting techniques, non–linear time–series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.

À propos de cette édition

• Éditeur: John Wiley & Sons Inc
• Date d'édition: 2004
• ISBN 10: 0471451738
• ISBN 13: 9780471451730
• Reliure: Relié
• Numéro d'édition: 2
• Nombre de pages: 460