Applied Econometric Times Series (Wiley Series in Probability and Statistics) | 
| Author: Walter Enders
Publisher: Wiley
Buy New: $98.34
as of 11/21/2009 09:09 CST details
New (14) Used (5) from $98.34
Seller: JK_BOOKS
Rating:  13 reviews
Sales Rank: 125565
Media: Hardcover
Edition: 3
Pages: 517
Number Of Items: 1
Shipping Weight (lbs): 1.5
Dimensions (in): 9.1 x 6.2 x 1
ISBN: 0470505397
Dewey Decimal Number: 330
EAN: 9780470505397
ASIN: 0470505397
Publication Date: November 2, 2009 (New: Last 30 Days)
Availability: Usually ships in 1-2 business days
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Product Description
Enders continues to provide business professionals with an accessible introduction to time-series analysis. He clearly shows them how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using the latest techniques. The third edition includes new discussions on parameter instability and structural breaks as well as out-of-sample forecasting methods. New developments in unit root test and cointegration tests are covered. Multivariate GARCH models are also presented. In addition, several statistical examples have been updated with real-world data to help business professionals understand the relevance of the material.
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| Customer Reviews:
Showing reviews 1-5 of 13
 It is really boon in time series world October 9, 2008
Faturachman
Enders's book is really boon in time series world. First, you no need to worry; the book is not as thick as your pillow, it brings you to time series world through simple way. Second, besides Enders makes things in simple way, the explanation is "digest-able" for people with less background in math or linear algebra and for those who eagerly want to know what time series really is. Third, Enders's book is an oasis for people who devote his/her life for research, and also for academic world as well as graduate students. Fatur -- Central Bank of Indonesia, Regional Office of Palembang, South Sumatera.
Absolutely Fantastic August 26, 2008
D. K. Ko
This is a great book for those willing to spice up their know-how of AR, VAR and the likes of Arch models.
Excellent reference September 18, 2007
Eduardo Yoshikawa (Brazil)
This book is an excellent reference guide and a must have book to everyone interested in time series analysis.
Good intro and review of the material March 9, 2006
grouchy (exiled into purgatory. for real.)
Having read a few books on time series analysis, Enders provides the best introduction to the area. The approach is simple and practically oriented. Explaining the basics of the area with limited use of math is beneficial. With this area developing so rapidly, a new, updated edition would be a welcome book on my shelf.
Excellent as a practical quide - a must have handbook - recent development are here too February 4, 2006
Z. Simkins
3 out of 3 found this review helpful
I bought this book as an introductory reading to time series. And found it very easy to understand, both the theoretical explanations and practical applications. I think it is a "must have handbook" for any economics student. The last edition also covers the recent panel unit root tests, not the 2nd generation ones but Im, Pesaran, Shin panel test is explanained pretty well. Graphical illustrations of series and visual detection of possible problems are nice for beginners. Also, shows how to analyze data step-by-step with plenty of examples. In overall I think it is a great investment for those doing empirical studies and/or starting to learn/work with time series.
Showing reviews 1-5 of 13
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