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Item Details
Title: APPLIED ECONOMETRIC TIME SERIES
Volume: User's Guide
By: Walter Enders
Format: Mixed media product

List price: £19.50


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 0471111635
ISBN 13: 9780471111634
Publisher: JOHN WILEY AND SONS LTD
Pub. date: 9 January, 1995
Pages: 304
Description: This advanced text for a course on time series econometrics introduces modern time series analyses through the use of wide-ranging examples and applications. Providing a balance between macro- and microeconomic applications, the book covers recent work that has only been published in journals.
Synopsis: This advanced text for a course on time series econometrics introduces modern time series analyses through the use of wide-ranging examples and applications. Providing a balance between macro and microeconomic applications, the book covers recent work in non-stationary time series that has only been published in journals, including unit-root test, ARCH models and co-integration/error-correction models. VAR analysis has been added as well as examples from different sources; the examples include Exchange Rate determination, the theory of purchasing power parity, and transnational terrorism.
Illustrations: tabs.
Publication: US
Imprint: John Wiley and Sons (WIE)
Returns: Non-returnable
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