PDF Download Applied Econometric Time Series
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Applied Econometric Time Series
PDF Download Applied Econometric Time Series
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From the Back Cover
Accessible & Modern Techniques for Time-Series Analysis Assuming only a basic understanding of multiple regression analysis, this classic introduction to time-series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using modern techniques. Numerous real-world examples from fields ranging from agricultural economics to transnational terrorism further illustrate the various techniques. 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. Features: New discussion of parameter instability and structural breaks including tests for endogenous breaks. New coverage of developments in cointegration tests and in unit root tests. Improved discussions on out-of-sample forecasting methods and multivariate GARCH models. Numerous illustrations of key concepts and detailed example using real-world data. Step-by-step approach to time-series estimation. Additional questions and empirical exercises that enable students to practice the techniques covered in the test. Data sets are available on the text’s companion Web site. Emphasizes difference equations as the foundation of all time-series models.
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About the Author
About the Author: Walter Enders is Professor and Lee Bidgood Chair of Economics and Finance at the University of Alabama. He received his doctorate in economics from Columbia University. His current research focuses on the development and application of time-series models to areas in economics and finance, including documenting the cyclic and shifting nature of terrorist attacks in response to defensive counteractions. Dr. Enders has published numerous research articles in such journals as the Review of Economics and Statistics, Quarterly Journal of Economics, and the Journal of International Economics. He has also published articles in the American Economic Review, the Journal of Business and Economic Statistics, and the American Political Science Review.
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Product details
Hardcover: 544 pages
Publisher: Wiley; 3 edition (November 2, 2009)
Language: English
ISBN-10: 0470505397
ISBN-13: 978-0470505397
Product Dimensions:
6.3 x 0.9 x 9 inches
Shipping Weight: 1.6 pounds
Average Customer Review:
3.5 out of 5 stars
16 customer reviews
Amazon Best Sellers Rank:
#554,664 in Books (See Top 100 in Books)
Like many a graduate student of economics, I used Walter Enders' Applied Econometric Time Series text for my 'metrics class.For starters, Enders removes crucial pieces of proofs and other calculations with condescending remarks like "It's obvious that..." or "It's clearly..." and it makes for a much more difficult reading. I'll admit I'm no Ivy leaguer, but more transparent math would get more stars for this review. And would have greatly advanced my understanding of the material.Secondly, some of my more time-series inclined classmates (and my professor) found several mistakes in the solutions to the problems. Combined with omitted mathematical steps, I hate this book. Hate it, hate it, hate it, hate it.I'm not sure why it's the standard text for time series econometrics. The 4th edition is coming out in the fall, apparently. Maybe he actually wrote a complete text. It's obvious that this is a terrible book.
Coming into it cold, this book is terrible. You need an instructor who is familiar with the particular book (its structure, pitfalls, etc), otherwise it takes going through several sections to get a handle on how its set up.Things are not grouped like a normal text (and that is bad). Everything is spread out such thta something is introduced, then something else is introduces, then in a later section that is brought back up again in terms of what might be wrong with it, how to test it etc.I should be able to look up a topic and learn about it. This book is terrible for finding what you're looking for...unless you already know where it is.Worse than that, he doesn't let on what has been covered, what has not been covered, or what won't be covered.For instance, when talking about things like the method of undertermined coefficients, early on he just does it, gives you the answer etc, with no clue that in a later section he'll show what he just did. So if you didn't know, you're left scratching your head, trying to figure out all the steps he just jumped. Its not til half a chapter later that he brings up those steps.That being said, once you "get" the way its organized, and can read through it while trusting that he will come back to the questions you have, then it has its merits.
I love the book written by Dr. Enders. It is a good book for the beginner.
we use this book at schoolnot designed for graduate students who actually care about what's going behind the sceenit's more like a cookbook, tells you what to do in each step but not good at explaining why you should do it that way
The book has the basic material on time series. Nice complement for an econometrics class. The examples are well explained.
Great for beginners!! I started timed series from cero.. And Enders explain very well the forecasting without hardcore math. Helps me a lot
Good book, well written, well organized and most importantly very pratical for who wants to use time series in the course of its work. I think it's valuable as well for students and it gives proof and a good intuition of these models.
I got the book since I needed to read on VAR models. I am working on panel data and this book explains the concept in time series of course. However, it still helped me to get the concept. I tried many books on VAR and non were helpful, they all make it so complicate and mathematical for no reason! while this book used just enough amount of math and intuition to explain it.
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