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Applied Econometric Time Series, 4th Edition

November 2014, ©2015
Applied Econometric Time Series, 4th Edition (EHEP003218) cover image

Description

Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr. Walter Enders commits to using a “learn-by-doing” approach to help readers master time-series analysis efficiently and effectively.
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Table of Contents

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 Models and Breaks

Index   

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New To This Edition

  • Chapter 2 discusses the important issue of combining multiple univariate forecasts so as to reduce overall forecast error variance.
  • Chapter 3 expands the discussion of multivariate GARCH models by illustrating volatility impulse response functions.
  • Chapter 5 has been rewritten to show the appropriate ways to properly identify and estimate autoregressive distributed lags (ADLs).
  • Chapter 7 now discusses the so-called Davies’ problem involving unidentified nuisance parameters under the null hypothesis.
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The Wiley Advantage

  • Learn by Doing through exposure to procedures appearing in econometric software packages, such as EVIEWS, MICROSIT, PC-GIVE, RATS, SAS, SHAZAM, and STATA, and assistance in matrix programming (MATLAB and GAUSS).
  • Real-world, timely data and detailed examples from macroeconomics, agricultural economics, international finance, transnational terrorism, and current international finance literature.
  • Step-by-step approach to time-series estimation and procedural stages with detailed examples of each procedure and summary of the stages.
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Instructors Resources
Wiley Instructor Companion Site
PowerPoint Presentations
Our PowerPoint presentations contain a combination of key concepts allowing you to illustrate important topics with images, figures, and problems from the textbook.
Instructor's Resource Guide for RATS and Stata Users
Instructor’s Resource Guide for RATS and Stata Users to assist in programming
Supplementary Manual
Supplementary Manual contains additional material that the author deemed important or interesting
Data Sets & Problems
Data Sets & Problems to accompany RATS handbook
Statistical Tables (A-G)
Digital evaluation copy available for this title
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Students Resources
Wiley Student Companion Site
PowerPoint Presentations
Our PowerPoint presentations contain a combination of key concepts allowing you to illustrate important topics with images, figures, and problems from the textbook.
Data Sets & Problems
Data Sets & Problems to accompany RATS handbook
See More
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Purchase Options
Wiley E-Text   
Applied Econometric Time Series, 4th Edition
ISBN : 978-1-118-91862-3
496 pages
October 2014, ©2015
$64.00   BUY

Paperback   
Applied Econometric Time Series, 4th Edition
ISBN : 978-1-118-80856-6
496 pages
November 2014, ©2015
$227.95   BUY

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