Enders continues to provide business professionals with an
accessible introduction to time-series analysis. Clearly shows them
how to develop models capable of forecasting, interpreting, and
testing hypotheses concerning economic data using the latest
techniques.Includes new discussions on parameter instability and
structural breaks as well as out-of-sample forecasting methods.New
developments in unit root test and cointegration tests are covered.
Multivariate GARCH models are also presented. In addition, several
statistical examples have been updated with real-world data to help
business professionals understand the relevance of the material
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