Enders,Walter
Applied economic time series
Walter Enders
- 4th ed.
- Hoboken NJ : John Wiley & Sons, 2015.
- ix, 485 p. : ill. ; 23 cm.
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.
9781118808566
Econometrics
Time-series analysis
330.015195 EN AP