Applied econometric time series /
Walter, University of Alabama
- 4th ed.
- Hoboken, New Jersey : John Wiley and Sons, Inc., [2015]
- x, 485 pages : illustrations ; 24 cm
Includes index
Difference equations -- Stationary time-series models -- Modeling volatility -- Models with trend -- Multiequation time-series models -- Cointegration and error-correction models -- Nonlinear models and breaks