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eBook Applied Econometric Times Series (Wiley Series in Probability and Statistics) ePub

eBook Applied Econometric Times Series (Wiley Series in Probability and Statistics) ePub

by Walter Enders

  • ISBN: 0471039411
  • Category: Economics
  • Subcategory: Perfomance and Work
  • Author: Walter Enders
  • Language: English
  • Publisher: Wiley; 1 edition (November 21, 1994)
  • Pages: 448
  • ePub book: 1321 kb
  • Fb2 book: 1758 kb
  • Other: lrf lrf mbr txt
  • Rating: 4.4
  • Votes: 828

Description

statistics and they are fuzzy about how to apply statistical tools and techniques. The volume can be used as a textbook for a course on applied time series econometrics.

statistics and they are fuzzy about how to apply statistical tools and techniques Frontiers in Massive Data Analysis. Wiley s Mathematics for IIT JEE Main and Vector Algebra Probability Vol 2 Maestro Series Dr. G S N Murti Dr. U M Swamy.

Applied Econometric Times Series was among those chosen. Unique in that it covers modern time series analysis from the sole prerequisite of an introductory course in multiple regression analysis

Applied Econometric Times Series was among those chosen. Unique in that it covers modern time series analysis from the sole prerequisite of an introductory course in multiple regression analysis. Considers many recent developments in time series analysis including unit root tests, ARCH models, correction models, vector autoregressions and more.

Walter Enders, is the Lee Bidgood Chair of Economics at the University of Alabama. He received his doctorate in economics from Columbia University in New York.

Multiple Time Series A WILEY PUBLICATION IN APPLIED STATISTICS Multiple Time Series E. J. . HANNAN The Australian Nati. Analysis of Financial Time Series (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section Series). Applied logistic regression (Wiley Series in probability and statistics). Applied Logistic Regression (Wiley Series in Probability and Mathematical Statistics. Applied Probability and Statistics Section).

Applied Econometric Times Series was among those chosen

Applied Econometric Times Series was among those chosen. Probability and mathematical statistics Volumen 311 de Wiley series in probability and mathematical statistics Volumen 311 de Wiley Series in Probability and Statistics - Applied Probability and Statistics Section Series.

Enders's book is really boon in time series world. I bought this book as an introductory reading to time series. And found it very easy to understand, both the theoretical explanations and practical applications. I think it is a "must have handbook" for any economics student.

In this text, Dr. Walter Enders commits to using a learn-by-doing approach to help readers master time-series analysis efficiently and effectively. Product Description: Applied Econometric Time Series. About the Author: Walter Enders, is the Lee Bidgood Chair of Economics at the University of Alabama

DOI: 1. 002/9780470667125.

Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. Applied Econometric Times Series was among those chosen.

Unique in that it covers modern time series analysis from the sole prerequisite of an introductory course in multiple regression analysis. Describes the theory of difference equations, demonstrating that they are the foundation of all time-series models with emphasis on the Box-Jenkins methodology. Considers many recent developments in time series analysis including unit root tests, ARCH models, cointegration/error-correction models, vector autoregressions and more. There are numerous examples to illustrate various techniques, many of which concern econometric models of transnational terrorism. The accompanying disk provides data for students to work with.

Comments

Dibei Dibei
I bought Walter Enders book several years ago, when I was an undergraduate student. It's a nice manual. Perhaps you won't see the statistical demonstration of the unit-root (Dickey-Fuller) test, but you will understand why it doesn't follow a standard probability distribution and you'll know how to use it. It's the same idea with Perron's unit-root with structural change test. The author introduces the reader to the main topics of interest in the time series field; ARIMA, VAR, ARCH, unit roots, cointegration, and distinction between deterministic trends and stochastic trends. This work is done through an understandable and fun text. You will enjoy reading the book. Besides that, the author illustrates each topic with an economic example perfectly presented and, in general, very interesting (business cycles, PPP, foreign exchange Market efficiency, Unit roots in GNP for example). I particularly enjoyed the unit root and the perron's test chapters. I used them a lot in my final work in college. Here, you will have the simplest explanation of ARCH processes. As someone else said, this is only an introductory book (for applied econometricians it should be seen as an excellent and very intuitive cookbook); if you are interested in time series, you can begin here, but you should then reading more advanced books, such as Hamilton's Time Series Analysis. A great combination of introductory manuals can be achieved if you have Johnston and Dinardo "Econometric models".
Kazimi Kazimi
Starting with the Difference Equations (Ch 1), Enders will walk you through practical methods involved in time series.
This is a good introductory book in time series. But, it has some practical aspects. For example, in Chapter 3, the yen/dollar exchange rate model is cited, indicating non-random walk behavior in this exchange market so that an efficient market hypothesis may not apply here. Then the business cycles are discussed. As the cycles in exchange markets are what some technical traders look for, an approach like this is valuable to working analysts.
Tebei Tebei
The book is an introduction to time series and covers ARMA, VAR Unit roots and Basic Cointegration, is a good book for people that want learn time series quickly, the book has some elementary theory of time series and many examples and exercises, the computacional problems needs some of RATS ...the book describes time series without advanced mathematics.
Gaxaisvem Gaxaisvem
This book is an excellent reference guide and a must have book to everyone interested in time series analysis.
Defolosk Defolosk
Easy to follow, clear exposition and very motivating for the students. Highly recomended for senior students in Economics