Central Bank of Nigeria Library

Applied econometric time series /

Enders, Walter,

Applied econometric time series / - 3rd ed. - Hoboken, NJ : Wiley, c2010. - xiv, 517 p. : - Wiley series in probability and statistics .

Includes bibliographical references (p. 495-502) and index.

This new edition reflects both sound structure and recent advances in time series econometrics, such as out-of-sample forecasting techniques, nonlinear time-series models, Monte Carlo analysis, and bootstrapping.

9780470505397 (hbk.) 0470505397 (hbk.)


Econometrics.
Time-series analysis.

HB139 / .E55 2010

330.01'519233 / END