RATS Handbook for Econometric Time Series
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More About This Title RATS Handbook for Econometric Time Series
English
The RATS Handbook for Econometric Time Series is a veryvaluable resource for beginning RATS users as well as experiencedusers looking to learn more about time series techniques. Supporting materials can be found at: http://www.estima.com/enders/.
English
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.
English
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.
Stationary Time-Series.
Modeling Volatility.
Tests for Trends and Unit Roots.
Vector Autoregression Analysis.
Cointegration and Error Correction.
Statistical Tables.
References and Additional Readings.
