An Introduction to Applied Econometrics: A Time Series Approach - Brossura

Patterson, K. D.

Brossura

ISBN 10: 0312235135 ISBN 13: 9780312235130

Casa editrice: Palgrave Macmillan, 2000

Riassunto

Covering the essential elements of the subject of econometrics, the author also introduces and explains techniques that are now widely used in applied work, although rarely introduced in detail in non-specialist texts, such as integrated time series, cointegration, simulation analysis, Johansen's Approach to multivariate co-integration and ARCH. The author explains the central distinction between stationary and nonstationary time series, which is of crucial importance in many areas of analysis, especially in macroeconomics and financial economics.

Dettagli dell'edizione

• Editore: Palgrave Macmillan
• Data di pubblicazione: 2000
• Lingua: Inglese
• ISBN 10: 0312235135
• ISBN 13: 9780312235130
• Rilegatura: Copertina flessibile
• Numero di pagine: 795
• Contatto del produttore: non disponibile
• Persona responsabile: Simone Casetta; 0039 275422215; casetta@mondadori.it; ; Via Mondadori 1,; Segrate Milano; 20090; Italia