Enders still offers a clear introduction to time-series analysis for business executives. He demonstrates to students in detail how to create models that can use the most recent methods for forecasting, evaluating, and testing theories related to economic data. Along with updated talks on out-of-sample forecasting techniques, the third edition also covers structural fractures and parameter instability. We discuss recent advances in cointegration and unit root tests. Additionally, multivariate GARCH models are shown.
৳868
- Brand: Wiley
- SKU: 9788126543915
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