Applied Econometric b Time Series WALTER ENDERS Towa Sate Usiversiy ® JOHN WILEY & SONS, INC= hives nat Sti Dent an nf Sanne yao sl ox ote joomla ear o0 Scr odyee ting ncn he ei te in omen il oma ere genera mare compl med emo pe es: Detaled exp of choc pone Eh cna i 2 Stepp sep suman) of sage pay empyed sing tat recede The "poncho of ering y ding Le nate fled eee lied n tod oe cpr The Qos a Exes tbe ee cb tps cy pry on br gone er ‘Sto zto pckage an NE SAS, SHEAR, or FSP Mahe ke Ss Sth MATLAB snd GAUSS ae not oon Sr nae el Pekar ch st MINTAB, SPSSX_ and MICROFT can pera ty the ‘oceure coven earn, You se eed wk gh ny [tte eas an execs a posible Tbe aera ues co. tind nth hart Maral Mot of estan ner np 1 ean, the rar Manat os te dt kn Spee Prorat ean be se mer he ed of chp tees, Progra Provided fre nox ppt eae pings Tn spite ofa my elf, seers hve snout rp it te tx Porn he mary eel eon be apne soe ‘eghc ac whips as i fay et as NDE Many pope made vse speeaion fr improving se manu. an in Chang wae pcs lla cry eye ay Sf mane pnd fencing tame nsession te Ure tis Cate ey Cut Cra Se Une ad pr Shining ear dM Una, Pal D Mtl Corpse Une Hei Catan, Unicity of Hints, AM Danel Wentoch Georgetown CONTENTS OTS ee (CHAPTER 2: Difference Equations 1 2 ferns Equi 0 Ta Slins 5 5. Soon y en 0 4 An eae Sion Meosoey te 5. ToeCabue oa 2 6 Shan Homoereus tec Gunns = 5 Rtn aca Slatos fer Detciie Proceses i 2 Theol of Unloemine! Cates % 10, Frc Ve aka Leokng Sots a Sumy nd Cocoa, 3 ‘Genoa soe # ‘spent: pin Rind de e's Thee ao ‘Nunn 2 Chases eta gher One Epos ’ (CHAPTER 2: Statonary Time Series Models 6 ie Shh Dec sion es s 2 Stony Reston oan ARMA. 4 Mes 2 5. he haoearats Faso = 6 he Pra Auteur Function 2 5) Sle aes Senay Seer s 1G. AModstarne WP 6 Snr nl Cones te atom oat na (CHAPTER 3: Modeling Beonomie Time Series: ‘Trends and Volatility 1s 1, Beams Tine ee The Speed Fe ns i