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