The book "Applied Econometric Time Series" by Walter Enders, published by Wiley, is a comprehensive guide to time series econometrics. The author, from the University of Alabama, covers a wide range of topics essential for understanding and applying time series models in economic analysis. The book is structured into several chapters, each focusing on different aspects of time series analysis: 1. **Difference Equations**: Introduces the basics of time-series models and their applications. 2. **Stationary Time-Series Models**: Discusses stochastic difference equation models, interest rate spreads, seasonality, parameter instability, and forecasting. 3. **Modeling Volatility**: Explores the stylized facts of economic time series, volatility estimation, multivariate GARCH, and volatility impulse responses. 4. **Models with Trend**: Covers tests for unit roots, panel unit root tests, and trends in univariate decompositions. 5. **Multiequation Time-Series Models**: Focuses on structural VARs, structural decompositions, and overidentified systems. 6. **CoinTEGRATION and Error-CORRECTION Models**: Explains cointegration, error correction, and the Engle-Granger and Johansen methodologies. 7. **Nonlinear Models and Breaks**: Discusses linear versus nonlinear adjustment, threshold autoregressive models, smooth transition models, and endogenous structural breaks. Each chapter includes summaries, conclusions, and questions and exercises to reinforce learning. The book also provides an index, references, endnotes, and statistical tables for further reference.The book "Applied Econometric Time Series" by Walter Enders, published by Wiley, is a comprehensive guide to time series econometrics. The author, from the University of Alabama, covers a wide range of topics essential for understanding and applying time series models in economic analysis. The book is structured into several chapters, each focusing on different aspects of time series analysis: 1. **Difference Equations**: Introduces the basics of time-series models and their applications. 2. **Stationary Time-Series Models**: Discusses stochastic difference equation models, interest rate spreads, seasonality, parameter instability, and forecasting. 3. **Modeling Volatility**: Explores the stylized facts of economic time series, volatility estimation, multivariate GARCH, and volatility impulse responses. 4. **Models with Trend**: Covers tests for unit roots, panel unit root tests, and trends in univariate decompositions. 5. **Multiequation Time-Series Models**: Focuses on structural VARs, structural decompositions, and overidentified systems. 6. **CoinTEGRATION and Error-CORRECTION Models**: Explains cointegration, error correction, and the Engle-Granger and Johansen methodologies. 7. **Nonlinear Models and Breaks**: Discusses linear versus nonlinear adjustment, threshold autoregressive models, smooth transition models, and endogenous structural breaks. Each chapter includes summaries, conclusions, and questions and exercises to reinforce learning. The book also provides an index, references, endnotes, and statistical tables for further reference.