Enders, Walter, 1948-

Applied econometric time series / Walter , University of Alabama. - 3rd edition. - Dehli: Wiley, c2010. - xiv,517p ill. 23cm.

Includes index.

Difference equations -- Stationary time-series models -- Modeling volatility -- Models with trend -- Multiequation time-series models -- Cointegration and error-correction models -- Nonlinear models and breaks.

9781118808566 (pbk.)

2014013428


Econometrics.
Time-series analysis.

HB139 / .E55 2015

330.01/519233