An Introduction to Applied Econometrics : A Time Series Approach

Kerry Patterson

ISBN 10: 0333802462 / ISBN 13: 9780333802465

Verlag: Springer, Berlin, Macmillan Education UK, Red Globe Press, 2000

Beschreibung

Neuware. Bestandsnummer des Verkäufers 9780333802465

Bibliografische Details

Titel: An Introduction to Applied Econometrics : A ...

Verlag: Springer, Berlin, Macmillan Education UK, Red Globe Press

Erscheinungsdatum: 2000

Einband: Taschenbuch

Zustand: Neu

Über diesen Titel

Inhaltsangabe:

This new text is designed to make modern econometric techniques accessible and understandable to the non-specialist. It introduces and explains techniques that are now widely used in applied work, although rarely introduced in any detail in introductory level texts, such as integrated time series, cointegration, simulation analysis, Johansen's Approach to multivariate co-integration and ARCH. The author explains the central distinction between stationary and nonstationary time series, which is of crucial importance in many areas of analysis, especially in macroeconomics and financial economics.
Visit: www.palgrave.com/economics/patterson for more information

Über die Autorin bzw. den Autor:

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.