Applied Econometric Time Series, 2nd Edition

by Walter Enders

Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen. 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.

Genres: Economics, Textbooks, Mathematics, Science

Hardcover

First published November 7, 1994

Reviews

[Richard Hz]

investigation for class to the econometric finances

[Ali Rayeni · Rating 3 out of 5]

A good reference book for PhD level time series Econometrics. For more theoretical studies Hurn's "Econometric Modeling" is suggested.

[Jim · Rating 2 out of 5]

A decent book, not to hard, but you have to be fairly good with advanced algebra. I used it for a Masters Level class on Time Series Economics.

[Anar]

re

[Don · Rating 4 out of 5]

A nice largely non-rigourous introduction that I have retained as a reference.

[Yuekun Liu · Rating 5 out of 5]

A very well illustrated test book indeed.