Vineet Nayyar Learning Resource Centre

Applied econometric time series

Enders, Walter

Applied econometric time series - 3rd ed. - Hoboken Wiley 2010 - xiv, 517 p.

"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."

9788126543915


Econometrics
Time-series analysis

330.01519233 / END