Applied Econometric Techniques

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9780745012445: Applied Econometric Techniques
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Attempting to bridge the gap between the theoretical literature and advanced applied work using time series data, this book emphasizes the intuitive aspects behind the theoretical results, and so provides insights into the solutions of real world applied problems. Recent theoretical innovations such as co-integration, error correction models, ARCH models, disequilibrium Maximum Likelihood models and the Kalman filter are discussed in a framework which builds on standard textbook econometrics. Applications of these theoretical developments are illustrated with real-world practical examples of model building. this book is designed for graduate students of econometrics.

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Other Popular Editions of the Same Title

9780472103287: Applied Econometric Techniques

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ISBN 10:  0472103288 ISBN 13:  9780472103287
Publisher: The University of Michigan Press, 1990
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9780860030843: Applied Econometric Techniques

P.Allan, 1991
Hardcover

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