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Applied Econometric Time Series,Used
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Enders continues to provide business professionals with an accessible introduction to timeseries analysis. He clearly shows them how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using the latest techniques. The third edition includes new discussions on parameter instability and structural breaks as well as outofsample forecasting methods. New developments in unit root test and cointegration tests are covered. Multivariate GARCH models are also presented. In addition, several statistical examples have been updated with realworld data to help business professionals understand the relevance of the material.
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- Q: What is the main focus of 'Applied Econometric Times Series'? A: The book provides an accessible introduction to time-series analysis, emphasizing model development for forecasting and hypothesis testing in economic data.
- Q: Who is the author of this book? A: The author of 'Applied Econometric Times Series' is Walter Enders.
- Q: What is the publication date of this edition? A: This edition was published on January 1, 2009.
- Q: How many pages does the book have? A: The book contains 517 pages.
- Q: What are some key features of the third edition? A: The third edition includes discussions on parameter instability, structural breaks, out-of-sample forecasting methods, and updated statistical examples with real-world data.
- Q: What is the condition of the book? A: The book is classified as 'Used Book in Good Condition'.
- Q: Is the book hardcover or paperback? A: The book is a hardcover edition.
- Q: What topics in econometrics are covered in this book? A: The book covers unit root tests, cointegration tests, and multivariate GARCH models.
- Q: Who would benefit from reading this book? A: This book is designed for business professionals and students looking to understand time-series analysis and its applications in economics.
- Q: Is this book suitable for beginners in econometrics? A: Yes, it is written to provide an accessible introduction, making it suitable for beginners in econometrics.