Enders, Walter, 1948-

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

1118808568 9781118808566


Econometrics
Time-series analysis

HB139 / .E55 2015