RATS, RATS Handbook

Handbook for Econometric Time Series

Walter Enders (Autor)

Buch | Softcover

224 Seiten

1996
John Wiley & Sons Inc (Verlag)
978-0-471-14894-4 (ISBN)

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A workbook/disk on performing estimations with RATS 4.0 or later, with overviews of topics in time-series analysis; discussion of RATS instructions and procedures relevant to each topic; sample programs; discussion of output; and exercises. After an introduction to RATS, topics include stationary ti

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.

Introduction to RATS.

Stationary Time-Series.

Modeling Volatility.

Tests for Trends and Unit Roots.

Vector Autoregression Analysis.

Cointegration and Error Correction.

Statistical Tables.

References and Additional Readings.

Erscheint lt. Verlag	4.9.1996
Verlagsort	New York
Sprache	englisch
Maße	215 x 278 mm
Gewicht	402 g
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	0-471-14894-6 / 0471148946
ISBN-13	978-0-471-14894-4 / 9780471148944
Zustand	Neuware