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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 Models and Breaks
Index
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"Applied Econometric Time Series, 4th Edition" demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr. Walter Enders commits to using a "learn-by-doing" approach to help readers master time-series analysis efficiently and effectively.
New To This Edition
* Chapter 2 discusses the important issue of combining multiple univariate forecasts so as to reduce overall forecast error variance.
*Chapter 3 expands the discussion of multivariate GARCH models by illustrating volatility impulse response functions.
*Chapter 5 has been rewritten to show the appropriate ways to properly identify and estimate autoregressive distributed lags (ADLs).
* Chapter 7 now discusses the so-called Davies¡¯ problem involving unidentified nuisance parameters under the null hypothesis.
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Wiley empowers learners, researchers, universities, and corporations to achieve their goals in an ever-changing world. For over 200 years, Wiley has been helping people and organizations develop the skills and knowledge they need to succeed. Wiley develops digital education, learning, assessment, and certification solutions to help universities, businesses, and individuals move between education and employment and achieve their ambitions. By partnering with learned societies, we support researchers to communicate discoveries that make a difference. Our online scientific, technical, medical, and scholarly journals, books, and other digital content build on a 200-year heritage of quality publishing.
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