Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr. Walter Enders commits to using a learn-by-doing approach to help readers master time-series analysis efficiently and effectively.
Book Details:
- Author: Walter Enders
- ISBN: 9781118808566
- Year Published: 2015
- Pages: 496
- BISAC: BUS021000, BUSINESS & ECONOMICS/Econometrics
About the Book and Topic:
Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr. Walter Enders commits to using a learn-by-doing approach to help readers master time-series analysis efficiently and effectively.
Demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. New edition reflects advances in time-series econometrics (out-of-sample forecasting techniques, nonlinear time-series models, Monte Carlo analysis, and bootstrapping). Learn by doing approach: take a simple example and build towards a more general and more complicated model
About the Author
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. His research focuses on time-series econometrics with a special emphasis on the dynamic aspects of terrorism. He has published over fifty articles including those in the American Economic Review, the American Political Science Review, and the Journal of Business and Economics Statistics.