Short description
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.

From the contents
Preface.

About the Authors.

Chapter 1. Difference Equations.

Chapter 2. Stationary Time-Series Models.

Chapter 3. Modeling Volatility.

Chapter 4. Models with Trend..

Chapter 5. Multiequation Time-Series Models.

Chapter 6. Cointegration and Error-Correction Models.

Chapter 7. Nonlinear Time-Series Models.




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