Applied Econometric Time Series

by Walter Enders

Assuming only a basic understanding of multiple regression analysis, this accessible introduction to time-series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using modern techniques.

Genres: Economics, Textbooks, Mathematics, Science

Paperback

First published November 7, 1994

Reviews

[Richard Hz]

investigation for class to the econometric finances

[Ali Rayeni]

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

[Jim]

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]

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

[Yuekun Liu]

A very well illustrated test book indeed.