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AN INTRODUCTION TO APPLIED ECONOMETRICS: A TIME SERIES APPROACH

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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.

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Availability

10005575

330.0151 PAT i

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Kerry Patterson

Call Number

330.0151 PAT i

Publisher

New York : St. Martin\'s Press., 2000

Collation

xxvii, 795 p. : ill. ; 25 cm.

Language

English

ISBN/ISSN

0-312-23513-5

Classification

330.0151

Content Type

-

Edition

-

Subject(s)

Buku Umum
Econometrics

Specific Detail Info

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