Applied econometric time series/

Includes index.

This text 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. About The Author: Walter Enders is the Lee Bidgood Chair of Economics at the University of Alabama. He received his doctorate in economics from Columbia University in New York. His research focuses on time-series econometrics with a special emphasis on the dynamic aspects of terrorism. He has published over fifty articles including those in the American Economic Review, the American Political Science Review, and the Journal of Business and Economics Statistics. Table Of Contents: Preface About The Authors ?Difference Equations ?Stationary Time-Series Models ?Modeling Volatility ?Models With Trend ?Multi-equation Time-Series Models ?Co-integration And Error-Correction Models ?Nonlinear Time-Series Models Statistical Tables References Index Special Features: ?Business professionals involved in economics and finance