An introduction to applied econometrics : a time series approach / Kerry Patterson.
"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, Johanse...
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
New York :
St. Martin's Press,
2000.
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| Subjects: |
| Summary: | "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."--Publisher description. |
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| Physical Description: | xxvii, 795 pages : illustrations ; 26 cm |
| Bibliography: | Includes bibliographical references (pages 760-773) and index. |
| ISBN: | 0312235127 9780312235123 0312235135 9780312235130 0333802454 9780333802458 |