Applied Econometric Times Series

Рейтинг:
ISBN(EAN) 9780470505397
Издатель John Wiley and Sons
(сайт издательства)
Язык Английский
Формат Твердый переплет
Страницы 544
Год издания 2009
Рейтинг 4.0
Вес (грамм) 778
Размер (мм) 231(д) х 160(ш) х 24(в)
 

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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