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Sinopsis
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.
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Reseña del editor
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.
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- EditorialPALGRAVE
- Año de publicación2000
- ISBN 10 0312235135
- ISBN 13 9780312235130
- EncuadernaciónTapa blanda
- IdiomaInglés
- Número de páginas797
- Contacto del fabricanteno disponible
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An Introduction to Applied Econometrics: A Time Series Approach
Publicado por
Palgrave Macmillan, 2000
ISBN 10: 0312235135
ISBN 13: 9780312235130
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Imagen de archivo
An Introduction to Applied Econometrics: A Time Series Approach
Publicado por
Palgrave Macmillan, 2000
ISBN 10: 0312235135
ISBN 13: 9780312235130
Antiguo o usado
Paperback
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