TY  - BOOK
AU  - Enders,Walter
TI  - Applied econometric time series
T2  - Wiley series in probability and statistics
SN  - 9780470505397
AV  - HB139 .E55 2010
PY  - 2010///]
CY  - Hoboken, NJ
PB  - Wiley
KW  - Econometrics
KW  - Time-series analysis
N1  - 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
N2  - "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
ER  -