Applied econometric time series

Front Cover
Wiley, 1995 - Business & Economics - 433 pages
3 Reviews
Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. Applied Econometric Times Series was among those chosen.

Unique in that it covers modern time series analysis from the sole prerequisite of an introductory course in multiple regression analysis. Describes the theory of difference equations, demonstrating that they are the foundation of all time-series models with emphasis on the Box-Jenkins methodology. Considers many recent developments in time series analysis including unit root tests, ARCH models, cointegration/error-correction models, vector autoregressions and more. There are numerous examples to illustrate various techniques, many of which concern econometric models of transnational terrorism. The accompanying disk provides data for students to work with.

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Review: Applied Econometric Time Series

User Review  - Anar - Goodreads

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Review: Applied Econometric Time Series

User Review  - Jim - Goodreads

A decent book, not to hard, but you have to be fairly good with advanced algebra. I used it for a Masters Level class on Time Series Economics. Read full review

Contents

Difference Equations
1
TimeSeries Models
2
Difference Equations and Their Solutions
7
Copyright

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About the author (1995)

Walter Enders, is the Lee Bidgood Chair of Economics at the University of Alabama. He received his doctorate in economics from Columbia University in New York. His research focuses on time-series econometrics with a special emphasis on the dynamic aspects of terrorism. He has published over fifty articles including those in the "American Economic Review," the "American Political Science Review," and the "Journal of Business and Economics Statistics,