User's Guide (Applied Econometric Time Series) - Softcover

Enders, Walter

Softcover

ISBN 10: 0471111635 ISBN 13: 9780471111634

Verlag: John Wiley and Sons (WIE), 1995

Inhaltsangabe

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.

Details zur Ausgabe

• Verlag: John Wiley and Sons (WIE)
• Erscheinungsdatum: 1995
• Sprache: Englisch
• ISBN 10: 0471111635
• ISBN 13: 9780471111634
• Einband: Taschenbuch
• Anzahl der Seiten: 304
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar