Applied econometric time series / Walter Enders.

Includes bibliographical references (pages 495-502) and index.

Contents Ch. 1 Difference Equations Ch. 2 Stationary Time-Series Models Ch. 3 Modeling Volatility Ch. 4 Models With Trend Ch. 5 Multiequation Time-Series Models Ch. 6 Cointegration and Error-Correction Models Ch. 7 Nonlinear Time-Series Models Statistical Tables A Empirical Distributions of the [tau] Statistics B Empirical Distribution of [phi] C Critical Values for the Engle-Granger Cointegration Test D Residual Based Cointegration Test with I(1) and I(2) Variables E Empirical Distributions of the [lambda][subscript max] and [lambda][subscript tracc] Statistics F Critical Values for [Beta][subscript 1] = 0 in the Error-correction Model G Critical Values for Threshold Unit Roots References Subject Index

"This introduction to time-series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using the modern techniques. Numerous real-world examples from fields ranging from agricultural economics to transnational terrorism further illustrate the various techniques." "The new edition reflects both sound structure and recent advances in time-series econometrics, such as out-of-sample forecasting techniques, nonlinear time-series models, Monte Carol analysis and bootstraping."--BOOK JACKET.