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.

Библиографические подробности
Главный автор: Enders, Walter. 1948- (autor)
Формат:
Язык:English
Опубликовано: Hoboken: Editorial Wiley, 2015.
Редактирование:Fourth edition.
Предметы:
Оглавление:
  • Modeling Volatility
  • Models with trend
  • Multiequation time-series models
  • Cointegration and error-correction models
  • Nonlinear models and breaks.