Applied econometric time series

Bibliographic Details
Main Author: Enders, Walter.
Format: Book
Language:English
Published: Hoboken, NJ J. Wiley 2004.
Edition:2nd ed.
Subjects:
Table of Contents:
  • 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