Applied Econometric Time Series, 2nd Edition
by:
Walter Enders (author)
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...
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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.
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Format: hardcover
ISBN:
9780471230656 (0471230650)
Publish date: August 1st 2003
Publisher: Wiley
Edition language: English
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