RATS: Handbook for Econometric Time Series
by Walter Enders, (1996)

Publisher: John Wiley
ISBN: 0-471-14894-6

Pages: 224 pages
Price: £33.50 +p&p

Contents

Table of Contents
Book Order Form

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