This Instructor’s Manual is designed to accompany the second edition of Walter Enders’ Applied Econometric Time Series (AETS). As in the first edition, the text instructs by induction. The method is to take a simple example and build towards more general models and econometric procedures. A large number of examples are included in the body of each chapter. Many of the mathematical proofs are performed in the text and detailed examples of each estimation procedure are provided. The approach is one of learning-by-doing. As such, the mathematical questions and the suggested estimations at the end of each chapter are important. In addition, it is useful to have students perform the type of semester project described at the end of this manual. One aim of this manual is to provide the answers to each of the mathematical problems. Many of these questions are answered in great detail. Our goal was not to provide the most mathematically elegant solution techniques. Sometimes a long and drawn-out answer provides more insight than a concise proof.
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Walter Enders Pin Chung
Walter Enders, is the Lee Bidgood Chair of Economics at the University of Alabama. He received his doctorate in economics from Columbia University in New York. His research focuses on time-series econometrics with a special emphasis on the dynamic aspects of terrorism. He has published over fifty articles including those in the American Economic Review, the American Political Science Review, and the Journal of Business and Economics Statistics.
