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An Introduction to Applied Econometrics


Covering the essential elements of the subject of econometrics, the author also introduces and explains techniques that are now widely used in applied work, although rarely introduced in detail in non-specialist 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. Hide synopsis

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Reviews of An Introduction to Applied Econometrics

Overall customer rating: 5.000

Great Book

by Andrew28 on Jul 12, 2007

Perfect book for those who want to have a good background in applied time series. The copy I bought was used, but it was in perfect condition!

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