Applied Econometric Times Series, Walter Enders
Material type: TextPublication details: New delhi : Wiley 2010Edition: 3rd editionDescription: xix, 517p. : ill. ; 25 cmSubject(s): DDC classification:- 22 330.15195 ENA
Item type | Current library | Call number | Copy number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
Books | Central Library, SUST General Stacks | 330.15195 ENA (Browse shelf(Opens below)) | 1 | Available | 0069726 |
Includes bibliographical reference and Index.
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.
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