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Dati bibliografici

Titolo: Modern Econometrics: An Introduction
Editore: Financial Times/ Prentice Hall 18/10/1996
Data di pubblicazione: 1996
Lingua: Inglese
ISBN 10: 0201876949
ISBN 13: 9780201876949
Rilegatura: Brossura
Condizione: Very Good

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Riassunto

Econometrics has experienced remarkable changes in the past 15 years, particularly in the area of time series analysis. The development of cointegration techniques has enabled econometricians to deal with the problems of spurious regression and non-stationary time series. Parallel to this development has come the increased acceptance of general-to-specific methodology, combined with the use of error correction models.
Modern Econometrics recognises the need for today's students to have a sound grasp of recent developments in econometrics. It successfully incorporates modern topics and integrates them with more traditional material. Whilst not avoiding a rigorous mathematical treatment where necessary, the text takes an intuitive approach to the more advanced topics. The result is an accessible undergraduate text providing a motivating, relevant and understandable introduction to econometrics.

Informazioni sull?autore

Leighton Thomas is a Principal Lecturer in Econometrics at Manchester Metropolitan University.

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