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Detalles bibliogr�ficos

T�tulo: An Introduction to Applied Econometrics: A Time Series Approach
Editor: Palgrave
Fecha de publicaci�n: 2000
Idioma: Ingl�s
ISBN 10: 0333802462
ISBN 13: 9780333802465
Encuadernaci�n: Encuadernaci�n de tapa blanda
Estado: Good

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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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