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Applied Econometric Time Series, 4th Edition
Walter Enders
October 2014, ©2015



Description
            Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr. Walter Enders commits to using a “learn-by-doing” approach to help readers master time-series analysis efficiently and effectively.


New To This Edition           

• Chapter 2 discusses the important issue of combining multiple univariate forecasts so as to reduce overall forecast error variance.
• Chapter 3 expands the discussion of multivariate GARCH models by illustrating volatility impulse response functions.
• Chapter 5 has been rewritten to show the appropriate ways to properly identify and estimate autoregressive distributed lags (ADLs).
• Chapter 7 now discusses the so-called Davies’ problem involving unidentified nuisance parameters under the null hypothesis.
  

Table of Contents
Chapter 1: Difference Equations

Chapter 2: Stationary Time-Series Models

Chapter 3: Modeling Volatility

Chapter 4: Models with Trend

Chapter 5: Multiequation Time-Series Models

Chapter 6: Cointegration and Error-Correction Models

Chapter 7: Nonlinear Models and Breaks

Index   

下载地址：
非常感谢热心坛友 【purr~】 搜寻并上传资料（下帖7楼）：
https://bbs.pinggu.org/thread-3533592-1-1.html

第四版配套资料下载地址：
http://time-series.net/home

第二版和第三部配套资料下载地址：
http://wenders.people.ua.edu/