Title: An Introduction to Applied Econometrics : A Time Series Approach
Publisher: Springer, Berlin, Macmillan Education UK, Red Globe Press
Publication Date: 2000
Language: English
ISBN 10: 0333802462
ISBN 13: 9780333802465
Binding: Taschenbuch
Condition: Neu
Dimensions: 246 millimeters width by 189 millimeters height by 44 millimeters depth
Weight: 1583 grams

About this title

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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