000 02447nam a2200361 i 4500
008 101018s2010 njua b 001 0 eng
010 _a2010483073
020 _a9780470505397
_q(hardback)
020 _a0470505397
_q(hardback)
035 _a(OCoLC)320800273
040 _aDLC
_beng
_cDLC
_dCOO
_dBTCTA
_dYDXCP
_dBWX
_dFRD
_dUKM
_dGBVCP
_dCDX
_dHEBIS
_dDEBBG
_dUWO
_dDAY
_dBAUN
_erda
049 _aBAUN_MERKEZ
050 0 4 _aHB139
_b.E55 2010
082 0 0 _222
100 1 _aEnders, Walter,
_d1948-
245 1 0 _aApplied econometric time series /
_cWalter Enders.
250 _a3rd ed.
264 1 _aHoboken, NJ :
_bWiley,
_c[2010]
264 4 _c©2010
300 _axiv, 517 pages :
_billustrations ;
_c24 cm.
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
490 0 _aWiley series in probability and statistics
504 _aIncludes bibliographical references (pages 495-502) and index.
505 0 0 _tContents
_tCh. 1 Difference Equations
_tCh. 2 Stationary Time-Series Models
_tCh. 3 Modeling Volatility
_tCh. 4 Models With Trend
_tCh. 5 Multiequation Time-Series Models
_tCh. 6 Cointegration and Error-Correction Models
_tCh. 7 Nonlinear Time-Series Models
_t Statistical Tables
_tA Empirical Distributions of the [tau] Statistics
_tB Empirical Distribution of [phi]
_tC Critical Values for the Engle-Granger Cointegration Test
_tD Residual Based Cointegration Test with I(1) and I(2) Variables
_tE Empirical Distributions of the [lambda][subscript max] and [lambda][subscript tracc] Statistics
_tF Critical Values for [Beta][subscript 1] = 0 in the Error-correction Model
_tG Critical Values for Threshold Unit Roots
_t References
_t Subject Index
520 1 _a"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.
650 0 _aEconometrics.
650 0 _aTime-series analysis.
900 _a30903
900 _bsatın
942 _2lcc
_cKT
999 _c27700
_d27700