Applied econometric time series/ by Walter Enders

By:

Enders, Walter, 1948- [Author]

Publication details: Wiley 2018 New DelhiEdition: 4Description: ix, 485pages: Illustrations; 24 cmsISBN:

9788126572731

Subject(s):

DDC classification:

330.015195

Contents:

Ch. 1. Difference Equations. 1. Time-Series Models. 2. Difference Equations and Their Solutions. 3. Solution by Iteration. 4. An Alternative Solution Methodology. 5. The Cobweb Model. 6. Solving Homogeneous Difference Equations. 7. Finding Particular Solutions for Determimstic Processes. 8. The Method of Undetermined Coefficients. 9. Lag Operators. 10. Forward-Versus Backward-Looking Solutions -- Ch. 2. Stationary Time-Series Models. 1. Stochastic Difference Equation Models. 2. ARMA Models. 3. Stationarity. 4. Stationarity Restrictions for an ARMA(p, q) Model. 5. The Autocorrelation Function. 6. The Partial Autocorrelation Function. 7. Sample Autocorrelations of Stationary Series. 8. Box-Jenkins Model Selection. 9. The Forecast Function. 10. A Model of the WPI. 11. Seasonality -- Ch. 3. Modeling Economic Time Series: Trends and Volatility. 1. Economic Time Series: The Stylized Facts. 2. ARCH Processes. 3. ARCH and GARCH Estimates of Inflation.

Abstract: This advanced text for a course on time series econometrics introduces modern time series analyses through the use of wide-ranging examples and applications. Providing a balance between macro- and microeconomic applications, the book covers recent work that has only been published in journals

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Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Visakhapatnam General Stacks	Non-fiction	330.015195 END (Browse shelf(Opens below))	Available		IIMV-001073

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Ch. 1. Difference Equations. 1. Time-Series Models. 2. Difference Equations and Their Solutions. 3. Solution by Iteration. 4. An Alternative Solution Methodology. 5. The Cobweb Model. 6. Solving Homogeneous Difference Equations. 7. Finding Particular Solutions for Determimstic Processes. 8. The Method of Undetermined Coefficients. 9. Lag Operators. 10. Forward-Versus Backward-Looking Solutions --
Ch. 2. Stationary Time-Series Models. 1. Stochastic Difference Equation Models. 2. ARMA Models. 3. Stationarity. 4. Stationarity Restrictions for an ARMA(p, q) Model. 5. The Autocorrelation Function. 6. The Partial Autocorrelation Function. 7. Sample Autocorrelations of Stationary Series. 8. Box-Jenkins Model Selection. 9. The Forecast Function. 10. A Model of the WPI. 11. Seasonality --
Ch. 3. Modeling Economic Time Series: Trends and Volatility. 1. Economic Time Series: The Stylized Facts. 2. ARCH Processes. 3. ARCH and GARCH Estimates of Inflation.

This advanced text for a course on time series econometrics introduces modern time series analyses through the use of wide-ranging examples and applications. Providing a balance between macro- and microeconomic applications, the book covers recent work that has only been published in journals

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