Applied econometric time series /

Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr.

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Enders, Walter. 1948- (autor)
التنسيق: كتاب
اللغة:English
منشور في: Hoboken: Editorial Wiley, 2015.
الطبعة:Fourth edition.
الموضوعات:
جدول المحتويات:
  • Modeling Volatility
  • Models with trend
  • Multiequation time-series models
  • Cointegration and error-correction models
  • Nonlinear models and breaks.