- Hardcover: 544 pages
- Publisher: Wiley; 3 edition (Oct 23 2009)
- Language: English
- ISBN-10: 0470505397
- ISBN-13: 978-0470505397
- Product Dimensions: 16.3 x 2.3 x 22.8 cm
- Shipping Weight: 658 g
- Average Customer Review: 4.3 out of 5 stars See all reviews (7 customer reviews)
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Amazon Bestsellers Rank:
#164,393 in Books (See Top 100 in Books)
- #69 in Books > Business & Investing > Economics > Econometrics
- #72 in Books > Professional & Technical > Accounting & Finance > Economics > Econometrics
- See Complete Table of Contents
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Product Details |
Product Description
Review
"In revising the text, the author has addressed a number of the issues raised by readers of the first edition and incorporated guidance on how to compare the forecasts of alternative time-series models." (Short Book Reviews, Vol.25, No.1, April 2005)
--This text refers to an alternate
Hardcover
edition.
Book Description
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.
Inside This Book
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First Sentence
The theory of difference equations underlies all of the time-series methods employed in later chapters of this text. Read the first page
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
The theory of difference equations underlies all of the time-series methods employed in later chapters of this text. Read the first page
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Concordance
Browse Sample PagesConcordance
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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Customer Reviews
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Most helpful customer reviews
3.0 out of 5 stars
An Elementary Book,
This review is from: Applied Econometric Times Series (Hardcover)
The book is an introduction to time series and covers ARMA, VAR Unit roots and Basic Cointegration, is a good book for people that want learn time series quickly, the book has some elementary theory of time series and many examples and exercises, the computacional problems needs some of RATS ...the book describes time series without advanced mathematics.
5.0 out of 5 stars
An understandable and fun introduction to time series,
By Daniel Ventosa S (Marseille, France) - See all my reviews
This review is from: Applied Econometric Times Series (Hardcover)
I bought Walter Enders book several years ago, when I was an undergraduate student. It's a nice manual. Perhaps you won't see the statistical demonstration of the unit-root (Dickey-Fuller) test, but you will understand why it doesn't follow a standard probability distribution and you'll know how to use it. It's the same idea with Perron's unit-root with structural change test. The author introduces the reader to the main topics of interest in the time series field; ARIMA, VAR, ARCH, unit roots, cointegration, and distinction between deterministic trends and stochastic trends. This work is done through an understandable and fun text. You will enjoy reading the book. Besides that, the author illustrates each topic with an economic example perfectly presented and, in general, very interesting (business cycles, PPP, foreign exchange Market efficiency, Unit roots in GNP for example). I particularly enjoyed the unit root and the perron's test chapters. I used them a lot in my final work in college. Here, you will have the simplest explanation of ARCH processes. As someone else said, this is only an introductory book (for applied econometricians it should be seen as an excellent and very intuitive cookbook); if you are interested in time series, you can begin here, but you should then reading more advanced books, such as Hamilton's Time Series Analysis. A great combination of introductory manuals can be achieved if you have Johnston and Dinardo "Econometric models".
4.0 out of 5 stars
The Chiang of the time series,
By A Customer
This review is from: Applied Econometric Times Series (Hardcover)
As the other reviewers pointed out, the greatest quality of the Enders's book is its readability. It is, most certainly, a very good introduction to the topic. It is getting old, though. The developments in the time series literature have been pretty fast and a new edition would certainly be a good idea.
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