Enders, Walter, 1948-

Applied econometric time series / Walter Enders. - xi,517 s. ; ill. ; 24 cm.

Includes bibliographical references and indexes.

Difference Equations. -- Stationary Time-Series Models. -- Modeling Economic Time Series: Trends and Volatility. -- Testing for Trends and Unit Roots. -- Multiequation Time-Series Models. -- Cointegration and Error-Correction Models. -- Statistical Tables. -- References. -- Indexes

9780470505397


Time-series analysis--Mathematical models
Ekonometri
Zaman serileri analizi--Matematiksel modeller
Econometrics

HB139.E552010