APPLIED ECONOMETRIC TIME SERIES, 2ND ED

Assuming only a basic understanding of multiple regression analysis, Walter Enders's accessible introduction to time-series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using modern techniques. This book reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, nonlinear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.· Difference Equations · Stationary Time-Series Models · Modeling Volatility · Models With Trend · Multi-equation Time-Series Models · Co-integration And Error-Correction Models · Nonlinear Time-Series Models