Learn to master time-series analysis efficiently and effectively with Applied Econometric Time Series 4th Edition. Authored by Dr. Walter Enders and Lee Bidgood, this classic text demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. Introducing the field’s core concepts and recent developments, the 4th Edition continues to bring clarity, accessibility, and relevance to time-series econometrics. Its coverage includes parameter instability and structural breaks, out-of-sample forecasting methods, multivariate GARCH models, the most recent developments in unit root tests and cointegration tests, and real-world implications in areas such as macroeconomics and transnational terrorism.

Chapter 1: Difference Equations Chapter 2: Stationary Time-Series Models Chapter 3: Modeling Volatility Chapter 4: Models with Trend Chapter 5: Multiequation Time-Series Models Chapter 6: Cointegration and Error-Correction Models Chapter 7: Nonlinear Models and Breaks Index