Applied Econometric Time Series

Applied Econometric Time Series, 4 edition  

Posted by interes at Jan. 22, 2015
Applied Econometric Time Series, 4 edition

Applied Econometric Time Series, 4 edition by Walter Enders
English | 2014 | ISBN: 1118808568 | 496 pages | PDF | 7 MB

Applied Econometric Time Series, 2nd Edition { Repost }  

Posted by vijayvits12 at May 12, 2009
Applied Econometric Time Series, 2nd Edition { Repost }

Applied Econometric Time Series, 2nd Edition
Wiley | ISBN : 0471230650 | 2003-08-01 | PDF | 480 Pages | 2,6 Mb

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.
Applied Econometric Times Series (Wiley Series in Probability and Statistics) by Walter Enders (Repost)

Applied Econometric Times Series (Wiley Series in Probability and Statistics) by Walter Enders (Repost)
Publisher: Wiley; 3 edition (November 2, 2009) | ISBN: 0470505397 | Pages: 544 | PDF | 17.98 MB

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.
Applied Nonlinear Time Series Analysis: Applications in Physics, Physiology and Finance (repost)

Michael Small, "Applied Nonlinear Time Series Analysis: Applications in Physics, Physiology and Finance"
2005 | ISBN-10: 981256117X | 245 pages | PDF | 13 MB

The Structural Econometric Time Series Analysis Approach  

Posted by ChrisRedfield at April 12, 2014
The Structural Econometric Time Series Analysis Approach

Arnold Zellner, ‎Franz C. Palm - The Structural Econometric Time Series Analysis Approach
Published: 2004-11-08 | ISBN: 0521814073 | PDF | 734 pages | 3 MB
Applied Nonlinear Time Series Analysis Applications in Physics, Physiology and Finance

Michael Small, «Applied Nonlinear Time Series Analysis Applications in Physics, Physiology and Finance»
World Scientific Publishing Company | ISBN 981256117X | April 2005 | PDF | 145 Pages | 13,45 Mb

Nonlinear time series methods have developed rapidly over a quarter of a century and have reached an advanced state of maturity during the last decade. Implementations of these methods for experimental data are now widely accepted and fairly routine, however genuinely useful applications remain rare. The aim of this book is to focus on the practice of applying these methods to solve real problems. It is my hope that the methods presented here are sufficiently accessible, and the examples sufficiently detailed, that practitioners in other areas may use this work to begin considering further applications of nonlinear time series analysis in their own disciplines.
This volume is therefore intended to be accessible to a fairly broad audience:
both specialists in nonlinear time series analysis (for whom many of these techniques may be new); and, scientists in other fields (who may be looking to apply these methods within their speciality). For the experimental scientist looking to use these methods, MATLAB implementation of the underlying algorithms accompany this book.

Introduction to Time Series and Forecasting, 3rd Edition  eBooks & eLearning

Posted by ksveta6 at Dec. 3, 2016
Introduction to Time Series and Forecasting, 3rd Edition

Introduction to Time Series and Forecasting (Springer Texts in Statistics) by Peter J. Brockwell, Richard A. Davis
2016 | ISBN: 3319298526 | English | 425 pages | PDF | 9 MB

The Econometric Analysis of Seasonal Time Series  eBooks & eLearning

Posted by roxul at Nov. 12, 2016
The Econometric Analysis of Seasonal Time Series

Eric Ghysels, Denise R. Osborn, "The Econometric Analysis of Seasonal Time Series"
English | ISBN: 0521562600, 052156588X | 2001 | 252 pages | PDF | 12 MB
Nonlinear Time Series Analysis of Business Cycles, Volume 276 (Contributions to Economic Analysis)

Nonlinear Time Series Analysis of Business Cycles, Volume 276 (Contributions to Economic Analysis) by Costas Milas
English | Apr. 24, 2006 | ISBN: 044451838X | 461 Pages | PDF | 4 MB

The business cycle has long been the focus of empirical economic research. Until recently, statistical analysis of macroeconomic fluctuations was dominated by linear time series methods.
Robert H. Shumway, David S. Stoffer - Time Series Analysis and Its Applications: With R Examples [Repost]

Robert H. Shumway, David S. Stoffer - Time Series Analysis and Its Applications: With R Examples
2011 | ISBN: 144197864X | English | 609 pages | PDF | 6.8 MB