Applied Econometric Times Series - Wiley Series in Probability and Statistics (Hardback)

by Walter Enders

Format: Hardback 544 pages

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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.

Book details

Published
24/11/2009

Publisher
John Wiley & Sons Ltd

ISBN
9780470505397


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