An Introduction to Applied Econometrics: A Time Series Approach
Patterson, Kerry
ISBN 10: 0333802462 ISBN 13: 9780333802465
Published by Palgrave, 2000
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Synopsis:
This text, designed for second- and final-year economics undergraduates taking an introductory or applied course in econometrics, covers the essential elements of the subject. The author also introduces and explains techniques that are widely used in applied work, although rarely introduced in detail in non-specialist texts. These include integrated time series, cointegration, simulation analysis, Johansen's approach to multivariate cointegration and ARCH. The text also illustrates the central distinction between stationary and non-stationary time series, which is of crucial importance in many areas of analysis, especially in macroeconomics and financial economics.
About the Author: KERRY PATTERSON is Professor of Econometrics at the University of Reading. He was previously Economist and Consultant Senior Economic Adviser at the Bank of England.
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Bibliographic Details
Title: An Introduction to Applied Econometrics: A ...
Publisher: Palgrave
Publication Date: 2000
Binding: Paperback
Condition: Used; Good
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An Introduction to Applied Econometrics: A Time Series Approach
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Palgrave Macmillan 29/06/2000, 2000
ISBN 10: 0333802462
ISBN 13: 9780333802465
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An introduction to applied econometrics : a time series approach. Ex-Library.
Published by
Macmillan, (Basingstoke, Hants. & London), 2000
ISBN 10: 0333802462
ISBN 13: 9780333802465
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