Applied Econometric Times Series (Wiley Series in Probability and Statistics) - Tapa dura

"In revising the text, the author has addressed a number of the issues raised by readers of the first edition and incorporated guidance on how to compare the forecasts of alternative time-series models." (Short Book Reviews, Vol.25, No.1, April 2005)

Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen. This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, non-linear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.