An introduction to applied econometrics : a time series approach. Ex-Library.

Patterson, Kerry

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ISBN 10: 0333802462 ISBN 13: 9780333802465

Published by Macmillan, (Basingstoke, Hants. & London), 2000

Language: English

Condition: Used - Good Soft cover

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Bibliographic Details

Title

An introduction to applied econometrics : a time series approach. Ex-Library.

Publisher

Macmillan, (Basingstoke, Hants. & London)

Publication Date

2000

Language

English

ISBN 10

0333802462

ISBN 13

9780333802465

Binding

Softcover

Condition

Good

Dust Jacket Condition

No Jacket

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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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