An Introduction to Applied Econometrics: A Time Series Approach - Hardcover

Patterson, Kerry

Hardcover

ISBN 10: 0333802454 ISBN 13: 9780333802458

Publisher: Palgrave Macmillan, 2000

Synopsis

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.

About this title

About the Author

KERRY PATTERSON is Professor of Econometrics at the University of Reading, UK.

Edition details

• Publisher: Palgrave Macmillan
• Publication date: 2000
• ISBN 10: 0333802454
• ISBN 13: 9780333802458
• Binding: Hardcover
• Language: English
• Number of pages: 795