Applied Econometric Times Series 2025 pdf epub mobi 电子书

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发表于2025-01-01

Applied Econometric Times Series 2025 pdf epub mobi 电子书

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这本书做实证时拿来参考是可以滴，刚入门时看收益会比较大，不过书上还是有一些些原则上的错误，毕竟作者不是学理论的。做实证研究，还是先弄清理论吧。如果理论学得好的话，还是直接读paper吧，其实书上的那些例子其实挺傻的。

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上次本来在卓越网写了一篇书评，因为对本书的翻译者破口大骂，而没有通过审核。这次学乖了，还是注意一下语言文明吧。这本书的确是应用时间序列分析的经典之作，尤其适合经济学的时序分析。但是，一个非常可悲的事实——同许多经典外国经济学教材一样，被国人不负责任的翻译...

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导师给我推荐的这本书，说very accessible... 我看了之后表示，还是需要econometric basic knowledge，包括matrix 才能做到accessible 不可否认，里面介绍的各种time series model对初学者来说还是很易理解的，而且每个后面都有example解析，强推

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出版者:John Wiley & Sons

作者:Walter Enders

出品人:

页数:544

译者:

出版时间:2009-11-24

价格:GBP 192.99

装帧:Hardcover

isbn号码:9780470505397

丛书系列:Wiley Series in Probability and Statistics

图书标签: Econometrics 经济学计量经济学 time-series 教科书教材 methodology economics

Applied Econometric Times Series 2025 pdf epub mobi 电子书图书描述

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.

Applied Econometric Times Series 2025 pdf epub mobi 电子书

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