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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.
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- ÉditeurPalgrave Macmillan
- Date d'édition2000
- ISBN 10 0312235135
- ISBN 13 9780312235130
- ReliureBroché
- Langueanglais
- Nombre de pages795
- Coordonnées du fabricantnon disponible
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An Introduction to Applied Econometrics: A Time Series Approach
Edité par
Palgrave Macmillan, 2000
ISBN 10 : 0312235135
ISBN 13 : 9780312235130
Ancien ou d'occasion
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Image d'archives
An Introduction to Applied Econometrics: A Time Series Approach
Edité par
Palgrave Macmillan, 2000
ISBN 10 : 0312235135
ISBN 13 : 9780312235130
Ancien ou d'occasion
Paperback
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