1.

Record Nr.

UNINA9910830681103321

Autore

Agung I Gusti Ngurah

Titolo

Time series data analysis using EViews [[electronic resource] /] / I Gusti Ngurah Agung

Pubbl/distr/stampa

Hoboken, NJ, : Wiley, c2009

ISBN

1-118-17630-8

1-282-38217-9

9786612382178

0-470-82369-0

0-470-82368-2

Descrizione fisica

1 online resource (634 p.)

Collana

Statistics in practice Time series data analysis using EViews

Disciplina

519.22

519.5/5

Soggetti

Time-series analysis

Econometric models

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

TIME SERIES DATA ANALYSIS USING EVIEWS; Contents; Preface; 1 EViews workfile and descriptive data analysis; 2 Continuous growth models; 3 Discontinuous growth models; 4 Seemingly causal models; 5 Special cases of regression models; 6 VAR and system estimation methods; 7 Instrumental variables models; 8 ARCH models; 9 Additional testing hypotheses; 10 Nonlinear least squares models; 11 Nonparametric estimation methods; Appendix A: Models for a single time series; Appendix B: Simple linear models; Appendix C: General linear models; Appendix D: Multivariate general linear models; References

Index

Sommario/riassunto

Do you want to recognize the most suitable models for analysis of statistical data sets?  This book provides a hands-on practical guide to using the most suitable models for analysis of statistical data sets using EViews - an interactive Windows-based computer software program for sophisticated data analysis, regression, and forecasting - to define and test statistical hypotheses. Rich in examples and with an emphasis on how to develop acceptable statistical models, Time Series



Data Analysis Using EViews is a perfect complement to theoretical books presenting statistical or economet