Wiley::Applied Econometric Time Series, 2nd Edition

Applied Econometric Time Series, 2nd Edition

ISBN: 978-0-471-23065-6

Hardcover

480 pages

August 2003

US $116.95

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Preface.

About the Authors.

Chapter 1. Difference Equations.

Chapter 2. Stationary Time-Series Models.

Chapter 3. Modeling Volatility.

Chapter 4. Models with Trend..

Chapter 5. Multiequation Time-Series Models.

Chapter 6. Cointegration and Error-Correction Models.

Chapter 7. Nonlinear Time-Series Models.

Statistical Tables.

References.

Index.

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