Applied econometric time series
著者
書誌事項
Applied econometric time series
（Wiley series in probability and mathematical statistics）
J. Wiley, c2004
2nd ed., Wiley international ed
- : cloth : USA
- : WIE
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注記
Includes bibliographical references (p. 445-451) and index
内容説明・目次
- 巻冊次
-
: cloth : USA ISBN 9780471230656
内容説明
Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen. This new edition reflects recent advances in time--series econometrics, such as out--of--sample forecasting techniques, non--linear time--series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.
目次
Preface.About the Authors.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 Time-Series Models.Statistical Tables.References.Index.
- 巻冊次
-
: WIE ISBN 9780471451730
内容説明
Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen. This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, non-linear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.
目次
Preface.About the Authors.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 Time-Series Models.Statistical Tables.References.Index.
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