<p>【书名】 Applied Econometric Time Series<br/>【作者】Walter Enders,<br/>【出版社】Wiley<br/>【版本】 1ed Edition<br/>【出版日期】1995</p><p>【文件格式】PDF<br/>【文件大小】17.9 MB<br/>【页数】429<br/>【ISBN出版号】ISBN-10 / ASIN: 0471230650<br/> ISBN-13 / EAN: 9780471230656<br/>【资料类别】计量经济学，时间序列分析<br/>【市面定价】USD 92.95<br/>【扫描版还是影印版】扫描<br/>【是否缺页】完整<br/>【关键词】Time Series<br/>【内容简介】Modern Techniques for Modern Time-Series Analysis! A ssuming only a basic understanding of multiple regression analysis, the accessible introduction to time-series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using modern techniques. This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, nonlinear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate the techniques. Features: Detailed example using real-world data illustrate key concepts. Present a straightforward, step-by-step approach to time-series estimation. A large number of questions and empirical exercises enable you to practice the techniques covered in the text. Data sets are available on the text's Web site. Emphasizes difference equations as the foundation of all time-series models.<br/></p><p>【目录】<br/>Content<br/>Chapter 1, Difference Equation<br/>Chapter 2, Stationary Time Series Model<br/>Chapter 3, Modeling Economic Time Series Trend and Volatility<br/>Chapter 4, Testing for Trends and Unit Roots<br/>Chapter 5, Multiequation Time Series Model<br/>Chapter 6, Cointergration and Error Coorection Model<br/></p><p> </p>
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