Rats: Handbook for Econometric Time Series

ISBN-13: 9780471148944 / Angielski / Miękka / 1996 / 224 str.

Walter Enders;Enders

Opis

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

Spis treści

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.