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.
A review of recent advances in time series analysis, providing a balance between macro and microeconomic application and using examples drawn from agricultural economics, international finance, and transnational terrorism. Emphasizes the importance of difference equations, and assumes some background in multiple regression analysis. Software packages such as RATS, SAS, or SHAZAM are necessary to work through the exercises. A data disk with computer programs accompanies the Instructor's Manual. Annotation c. Book News, Inc., Portland, OR (booknews.com)