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APPLIED ECONOMETRIC TECHNIQUES

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Applied Econometric Techniques is designed to bridge the gap between textbook theory and the advanced applied work required of professional econometricians. The authors emphasize the intuitive aspects of theoretical results to provide insight into solutions of "real world" applied problems. Drawing on their own experience in working for the Bank of England, the International Monetary Fund, the London Business School, and other public and private organizations, the authors use a wealth of examples to illustrate the pitfalls as well as the advantages of sophisticated applied techniques." "An introductory chapter provides a "refresher course" in standard econometrics for the professional econometricians, graduate students, and advanced undergraduates for whom the volume is intended. The authors then present recent theoretical innovations such as co-integration, error correction models, ARCH models, disequilibrium Maximum Likelihood models, and the Kalman Filter. In addition, they discuss the underlying philosophy of dynamic modeling that has grown out of the work of several economists at the London School of Economics.

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Availability

10001397

330.01 CUT a

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Keith Cuthbertson

Call Number

330.01 CUT a

Publisher

New York : Harvester Wheatsheaf., 1992

Collation

xiii, 274 p. : ill. ; 23 cm.

Language

English

ISBN/ISSN

0-7450-1244-2

Classification

330.01

Content Type

-

Edition

-

Subject(s)

Buku Umum
Econometrics

Specific Detail Info

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