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.
Modern Techniques for Modern Time-Series Analysis! A ssuming only a basic understanding of multiple regression analysis, the accessible introduction to time-series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using modern techniques. This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, nonlinear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate the techniques. Features: Detailed example using real-world data illustrate key concepts. Present a straightforward, step-by-step approach to time-series estimation. A large number of questions and empirical exercises enable you to practice the techniques covered in the text. Data sets are available on the text's Web site. Emphasizes difference equations as the foundation of all time-series models.
發表於2024-12-26
Applied Econometric Time Series, 2nd Edition 2024 pdf epub mobi 電子書 下載
這本書做實證時拿來參考是可以滴,剛入門時看收益會比較大,不過書上還是有一些些原則上的錯誤,畢竟作者不是學理論的。做實證研究,還是先弄清理論吧。如果理論學得好的話,還是直接讀paper吧,其實書上的那些例子其實挺傻的。
評分導師給我推薦的這本書,說very accessible... 我看瞭之後錶示,還是需要econometric basic knowledge,包括matrix 纔能做到accessible 不可否認,裏麵介紹的各種time series model對初學者來說還是很易理解的,而且每個後麵都有example解析,強推
評分上次本來在卓越網寫瞭一篇書評,因為對本書的翻譯者破口大罵,而沒有通過審核。這次學乖瞭,還是注意一下語言文明吧。 這本書的確是應用時間序列分析的經典之作,尤其適閤經濟學的時序分析。但是,一個非常可悲的事實——同許多經典外國經濟學教材一樣,被國人不負責任的翻譯...
評分導師給我推薦的這本書,說very accessible... 我看瞭之後錶示,還是需要econometric basic knowledge,包括matrix 纔能做到accessible 不可否認,裏麵介紹的各種time series model對初學者來說還是很易理解的,而且每個後麵都有example解析,強推
評分這本書做實證時拿來參考是可以滴,剛入門時看收益會比較大,不過書上還是有一些些原則上的錯誤,畢竟作者不是學理論的。做實證研究,還是先弄清理論吧。如果理論學得好的話,還是直接讀paper吧,其實書上的那些例子其實挺傻的。
圖書標籤: econometrics 經濟學 時間序列 series time 英文原版 財經 計量經濟學
這輩子都不要再學計量..
評分ps: Airline Finance, 3
評分I teach time series course every year. This is one of the books that I require for my course. Good intro to the subject. But the Stata supplement accompanying this book was not so good, and I needed to write all the Stata codes for the whole book on my own. That said, the book is still a classic one.
評分應用性強~
評分ps: Airline Finance, 3
Applied Econometric Time Series, 2nd Edition 2024 pdf epub mobi 電子書 下載