Introduction to Applied Econometrics : A Time Series Approach

Patterson, Kerry

ISBN 10: 0333802462 / ISBN 13: 9780333802465

Editore: Macmillan Education UK, 2000

Riguardo questo articolo

Ships from the UK. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages.

Codice articolo 14666217-6

Dati bibliografici

• Titolo: Introduction to Applied Econometrics : A Time Series Approach
• Editore: Macmillan Education UK
• Data di pubblicazione: 2000
• Lingua: Inglese
• ISBN 10: 0333802462
• ISBN 13: 9780333802465
• Rilegatura: Brossura
• Condizione: Good

Descrizione articolo

Riassunto

This new text is designed to make modern econometric techniques accessible and understandable to the non-specialist. It introduces and explains techniques that are now widely used in applied work, although rarely introduced in any detail in introductory level 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.
Visit: www.palgrave.com/economics/patterson for more information

Informazioni sull?autore

KERRY PATTERSON is Professor of Econometrics at the University of Reading, UK.