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.
- ISBN10 0471451738
- ISBN13 9780471451730
- Publish Date 7 July 2004 (first published 25 February 2004)
- Publish Status Active
- Out of Print 18 February 2022
- Publish Country US
- Imprint John Wiley & Sons Inc
- Edition 2nd edition
- Format Hardcover
- Pages 460
- Language English