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Applied Econometric Time Series [[3rd (third) Edition]] Unknown Binding – January 1, 2010


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Product Details

  • Unknown Binding
  • Publisher: John Wiley& Sons, Inc2010 3rd (third) Edition (2010)
  • ASIN: B004Y40XDC
  • Average Customer Review: 4.1 out of 5 stars  See all reviews (11 customer reviews)
  • Amazon Best Sellers Rank: #8,464,338 in Books (See Top 100 in Books)

Customer Reviews

4.1 out of 5 stars
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Most Helpful Customer Reviews

2 of 3 people found the following review helpful By Hillary on June 6, 2013
Format: Hardcover Verified Purchase
we use this book at school
not designed for graduate students who actually care about what's going behind the sceen
it's more like a cookbook, tells you what to do in each step but not good at explaining why you should do it that way
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2 of 3 people found the following review helpful By Cláudio de Oliveira Lacerda on March 25, 2013
Format: Hardcover Verified Purchase
It is a extreme practical book; offer differentes exemples about challenges in time series and econometric. Moreover, you can found insights with the exemples.
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By Mme. Apple on March 6, 2014
Format: Hardcover Verified Purchase
The book has the basic material on time series. Nice complement for an econometrics class. The examples are well explained.
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By polo on February 17, 2014
Format: Hardcover Verified Purchase
Great for beginners!! I started timed series from cero.. And Enders explain very well the forecasting without hardcore math. Helps me a lot
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1 of 2 people found the following review helpful By usb stick on December 18, 2012
Format: Hardcover Verified Purchase
Good book, well written, well organized and most importantly very pratical for who wants to use time series in the course of its work. I think it's valuable as well for students and it gives proof and a good intuition of these models.
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1 of 2 people found the following review helpful By Juan F. Subirana on November 13, 2012
Format: Hardcover Verified Purchase
Clear introduction and a precise approach in order to focus on key topics.
Great review on VEC and SVARs models.
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