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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.
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.
Posted October 12, 2009
Honestly, I didn't like the book. It aims to be an introduction but it's certainly not. Very difficult to understand, the complications are often needless, notations confusing. And there is no systematic explanations: the text jumps from one point to another.Was this review helpful? Yes NoThank you for your feedback. Report this reviewThank you, this review has been flagged.
Posted March 3, 2003
I had come across a problem in the first edition of this valuable item. I would like to get in touch with the author if possible, strictly before the appearence of second edition.Was this review helpful? Yes NoThank you for your feedback. Report this reviewThank you, this review has been flagged.