Applied Econometric Times Series by Walter Enders
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.-
Introductory Statistics for Business and Economics
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Applied Longitudinal Analysis
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Sample Size Determination and Power
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Statistical Methods for Survival Data Analysis
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Bayesian Analysis for the Social Sciences
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An Elementary Introduction to Statistical Learning Theory
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The Statistical Analysis of Failure Time Data
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Regression Models for Time Series Analysis
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Loss Models
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Statistical Rules of Thumb
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Bayesian Theory
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Graphical Models in Applied Multivariate Statistics
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Introduction to Linear Regression Analysis
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Aspects of Multivariate Statistical Theory
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Fundamentals of Queueing Theory
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Statistics of Extremes
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Structural Equations with Latent Variables
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Nonparametric Statistical Methods
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Applied Linear Regression
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Models for Investors in Real World Markets
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Regression Analysis by Example
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Directional Statistics
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Statistical Intervals
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An Introduction to Probability Theory and Its Applications, Volume 2
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System Reliability Theory
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An Introduction to Categorical Data Analysis
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Markov Decision Processes
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Applied Logistic Regression
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Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
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Probability and Measure
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Biostatistics
About the Author: Walter Enders is Professor and Lee Bidgood Chair of Economics and Finance at the University of Alabama. He received his doctorate in economics from Columbia University. His current research focuses on the development and application of time-series models to areas in economics and finance, including documenting the cyclic and shifting nature of terrorist attacks in response to defensive counteractions. Dr. Enders has published numerous research articles in such journals as the Review of Economics and Statistics, Quarterly Journal of Economics, and the Journal of International Economics. He has also published articles in the American Economic Review, the Journal of Business and Economic Statistics, and the American Political Science Review.
| SKU | Unavailable |
| ISBN 13 | 9780470505397 |
| ISBN 10 | 0470505397 |
| Title | Applied Econometric Times Series |
| Author | Walter Enders |
| Series | Wiley Series In Probability And Statistics |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | John Wiley and Sons Ltd |
| Year published | 2009-11-24 |
| Number of pages | 544 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |