Paperback. 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 and non-stationary time series, which is of crucial importance in many areas of analysis, especially in macroeconomics and financial economics. This new book is designed for second and final year economics undergraduates taking an introductory or applied course in econometrics. Covering the essential elements of the subject, the author also introduces and explains techniques that are now widely used in applied work. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

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Detalles bibliogr�ficos

T�tulo: An Introduction to Applied Econometrics (Paperback)
Editor: Bloomsbury Publishing PLC, Basingstoke
Fecha de publicaci�n: 2000
Idioma: Ingl�s
ISBN 10: 0333802462
ISBN 13: 9780333802465
Encuadernaci�n: Paperback
Estado: new

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Sinopsis

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.
Visit: www.palgrave.com/economics/patterson for more information

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KERRY PATTERSON is Professor of Econometrics at the University of Reading. He was previously Economist and Consultant Senior Economic Adviser at the Bank of England.

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