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Applied Econometric Time Series (Anglais) Relié – 24 novembre 2009


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Applied Econometric Time Series
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Descriptions du produit

Présentation de l'éditeur

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.

Quatrième de couverture

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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Amazon.com: 14 commentaires
3 internautes sur 3 ont trouvé ce commentaire utile 
"It's obvious that..." this is a terrible book. 26 juillet 2014
Par Tyler - Publié sur Amazon.com
Format: Relié Achat vérifié
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 such condescending remarks as "It's obvious that..." or "It's clearly..." and it makes for a much more difficult reading. Admittedly, I was not at an Ivy League institution but more transparent mathematics would have caused me to be more generous in my assignment of 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.
4 internautes sur 5 ont trouvé ce commentaire utile 
not a great textbook 6 juin 2013
Par Hillary - Publié sur Amazon.com
Format: Relié Achat vérifié
we use this book at school
not designed for graduate students who actually care about what's going behind the sceen
it'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
Its ok. Really needs to be structured differently. 2 mars 2015
Par Authenticated Amazon User - Publié sur Amazon.com
Format: Relié Achat vérifié
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.
A good complement 6 mars 2014
Par Mme. Apple - Publié sur Amazon.com
Format: Relié Achat vérifié
The book has the basic material on time series. Nice complement for an econometrics class. The examples are well explained.
Four Stars 19 novembre 2014
Par Yun-chiang Tai - Publié sur Amazon.com
Format: Relié Achat vérifié
I love the book written by Dr. Enders. It is a good book for the beginner.
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