An Introduction to Applied Econometrics | A Time Series Approach

Kerry Patterson

ISBN 10: 0333802462 / ISBN 13: 9780333802465

Published by Red Globe Press, 2000

About this Item

An Introduction to Applied Econometrics | A Time Series Approach | Kerry Patterson | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2000 | Red Globe Press | EAN 9780333802465 | Verantwortliche Person für die EU: Macmillan Education, Tiergartenstr. 17, 69121 Heidelberg, productsafety[at]springernature[dot]com | Anbieter: preigu Print on Demand.

Seller Inventory # 134278121

Bibliographic Details

• Title: An Introduction to Applied Econometrics | A Time Series Approach
• Publisher: Red Globe Press
• Publication Date: 2000
• Language: English
• ISBN 10: 0333802462
• ISBN 13: 9780333802465
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 246W x 189H x 44D millimeters 246 millimeters width by 189 millimeters height by 44 millimeters depth
• Weight: 1561 grams
• Seller catalogs:
  • Bücher

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.