RATS, RATS Handbook: Handbook for Econometric Time Series / Edition 1

by Walter Enders

Overview

The RATS Handbook for Econometric Time Series is a very valuable resource for beginning RATS users as well as experienced users looking to learn more about time series techniques.  Supporting materials can be found at: http://www.estima.com/enders/.

Product Details

ISBN-13:	9780471148944
Publisher:	Wiley
Publication date:	04/19/1996
Series:	Econometric Time Series
Pages:	224
Product dimensions:	8.46(w) x 10.93(h) x 0.45(d)

About the Author

Walter Enders is the Lee Bidgood Chair of Economics at the University of Alabama. He received his doctorate in economics from Columbia University in New York. His research focuses on time-series econometrics with a special emphasis on the dynamic aspects of terrorism. He has published over fifty articles including those in the American Economic Review, the American Political Science Review, and the Journal of Business and Economics Statistics.

Table of Contents

Introduction to RATS.

Stationary Time-Series.

Modeling Volatility.

Tests for Trends and Unit Roots.

Vector Autoregression Analysis.

Cointegration and Error Correction.

Statistical Tables.

References and Additional Readings.

Editorial Reviews

A workbook/disk on performing estimations with RATS 4.0 or later, with overviews of topics in time-series analysis; discussion of RATS instructions and procedures relevant to each topic; sample programs; discussion of output; and exercises. After an introduction to RATS, topics include stationary time-series; modeling volatility; and cointegration and error correction. For students in statistical analysis. The accompanying disk contains data sets for estimations described in the text. No index. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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