did-you-know? rent-now

Amazon no longer offers textbook rentals. We do!

did-you-know? rent-now

Amazon no longer offers textbook rentals. We do!

We're the #1 textbook rental company. Let us show you why.

9780471230656

Applied Econometric Time Series, 2nd Edition

by
  • ISBN13:

    9780471230656

  • ISBN10:

    0471230650

  • Edition: 2nd
  • Format: Hardcover
  • Copyright: 2003-08-01
  • Publisher: Wiley

Note: Supplemental materials are not guaranteed with Rental or Used book purchases.

Purchase Benefits

  • Free Shipping Icon Free Shipping On Orders Over $35!
    Your order must be $35 or more to qualify for free economy shipping. Bulk sales, PO's, Marketplace items, eBooks and apparel do not qualify for this offer.
  • eCampus.com Logo Get Rewarded for Ordering Your Textbooks! Enroll Now
  • Write a Review Icon Write a Review
List Price: $207.35 Save up to $51.84
  • Buy Used
    $155.51
    Add to Cart Free Shipping Icon Free Shipping

    USUALLY SHIPS IN 2-4 BUSINESS DAYS

Supplemental Materials

What is included with this book?

Summary

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.

Author Biography

<b>Walter Enders,</b> 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 <i>American Economic Review</i>, the <i>American Political Science Review</i>, and the <i>Journal of Business and Economics Statistics</i>.

Table of Contents

Preface.
About the Authors.
Chapter 1. Difference Equations.
Chapter 2. Stationary Time-Series Models.
Chapter 3. Modeling Volatility.
Chapter 4. Testing for Trends and Unit Roots.
Chapter 5. Multiequation Time-Series Models.
Chapter 6. Cointegration and Error-Correction Models.
Chapter 7. Nonlinear Time-Series Models.
Statistical Tables.
References.
Author Index.
Subject Index. 

Supplemental Materials

What is included with this book?

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

Rewards Program