Applied Econometric Time Series

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J. Wiley, 2004 - 460 páginas
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.

Acerca del autor (2004)

Walter Enders holds the Bodgood Chair of Economics and Finance at the University of Alabama. He has published numerous research articles in eminent journals such as the Review of Economics and Statistics, Quarterly Journal of Economics, American Economic Review, Journal of Economics Literature, Journal of Business and Economic Statistics, and the American Political Science Review. Professor Enders's Applied Econometric Time-Series is a leading book in the field. He is a current holder (along with Todd Sandler) of the National Academy of Sciences' Estes Award for Behavioral Research Relevant to the Prevention of Nuclear War for their pathbreaking work on understanding terrorism.

Información bibliográfica

TítuloApplied Econometric Time Series
Volumen463 de Wiley Series in Probability and Statistics - Applied Probability and Statistics Section Series
Wiley series in probability and mathematical statistics, ISSN 1940-6517
AutorWalter Enders
Edición2, ilustrada
EditorJ. Wiley, 2004
ISBN0471451738, 9780471451730
Largo460 páginas
  
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