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Item Details
Title: AN INTRODUCTION TO APPLIED ECONOMETRICS
A TIME SERIES APPROACH
By: Kerry Patterson
Format: Hardback

List price: £200.99


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 0333802454
ISBN 13: 9780333802458
Publisher: PALGRAVE MACMILLAN
Pub. date: 29 June, 2000
Pages: 832
Description: This text, designed for introductory or applied courses in econometrics, covers the essential elements of the subject. The author also introduces and explains techniques that are widely used in applied work, including integrated time series, cointegration and simulation analysis.
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.
Illustrations: tables
Publication: UK
Imprint: Palgrave Macmillan
Returns: Non-returnable
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