This text aims to help students understand the art of model building, what type of model to build, building the appropriate model, testing it statistically and applying the model to practical problems in forecasting and analysis. Although statistics is a prerequisite to use the text effectively, calculus is not required. This edition includes new material on descriptive statistics, a new chapter on non-linear and maximum likelihood estimation with a section on ARCH and GARCH models and a new test for heterosedasticity and use of panel data.
- ISBN10 0070502080
- ISBN13 9780070502086
- Publish Date 1 November 1997
- Publish Status Unknown
- Out of Print 25 November 2011
- Publish Country US
- Publisher McGraw-Hill Education - Europe
- Imprint McGraw-Hill Inc.,US
- Edition 4th Revised edition
- Format Hardcover
- Pages 700
- Language English