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

Patterson, Kerry

Couverture souple

ISBN 10 : 0333802462 ISBN 13 : 9780333802465

Editeur : Palgrave, 2000

Synopsis

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.

Accompanying online resources for this title can be found at bloomsburyonlineresources.com/an-introduction-to-applied-econometrics. These resources are designed to support teaching and learning when using this textbook and are available at no extra cost.

A propos du livre

À propos de l?auteur

KERRY PATTERSON is Professor of Econometrics at the University of Reading, UK.

Détails de l'édition

• Éditeur: Palgrave
• Date d'édition: 2000
• Langue: anglais
• ISBN 10: 0333802462
• ISBN 13: 9780333802465
• Reliure: Broché
• Nombre de pages: 824
• Coordonnées du fabricant: non disponible
• Personne responsable: gpsr@libri.de; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Allemagne