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An Introduction to Applied Econometrics: A Time Series Approach/ Kerry Patterson

By: Material type: TextTextPublication details: UK: Palgrave Macmillan, 2000.Description: ‎ 832 pISBN:
  • 9780333802465
  • 9780333802458
Subject(s): DDC classification:
  • 330.0184 PAT
Other classification:
Summary: 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.
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Holdings
Item type Current library Home library Call number Status Date due Barcode
Book Book Dept. of Futures Studies General Stacks Dept. of Futures Studies 330.0184 PAT (Browse shelf(Opens below)) Available DFS4560

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.

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