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ISBN: 0333802454 / ISBN-13: 9780333802458

An Introduction to Applied Econometrics: A Time Series Approach

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This text, designed for second- and final-year economics undergraduates taking an introductory or applied course in econometrics, covers the ... Show synopsis

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  • An Introduction to Applied Econometrics: A Time Series Approach (Palgrave Macmillan) – Hardcover (2000)
    by Kerry Patterson

    An Introduction to Applied Econometrics: A Time Series Approach

    Hardcover, Palgrave Macmillan
    2000
    English
    832 pages

    ISBN: 0333802454
    ISBN-13: 9780333802458

    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 ... Show more

  • 1. Hardcover, Palgrave Macmillan, 2000

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