An Introduction to Applied Econometrics: A Time Series Approach - Couverture souple

Patterson, K. D.

 
9780312235130: An Introduction to Applied Econometrics: A Time Series Approach
Couverture souple
ISBN 10 : 0312235135 ISBN 13 : 9780312235130
Editeur : Palgrave Macmillan, 2000

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Palgrave Macmillan
Date d'édition
2000
Langue
anglais
ISBN 10 
0312235135
ISBN 13 
9780312235130
Reliure
Broché
Nombre de pages
795
Coordonnées du fabricant
non disponible
Personne responsable
Koch-Chemie GmbH
https://www.koch-chemie.com

Einsteinstr. 42
Unna
59423
Allemagne

Autres éditions populaires du même titre

9780333802465: An Introduction to Applied Econometrics: A Time Series Approach

Edition présentée

ISBN 10 :  0333802462 ISBN 13 :  9780333802465
Editeur : Palgrave, 2000
Couverture souple