| 000 | 01142nam a2200169 4500 | ||
|---|---|---|---|
| 020 | _a9780333802465 | ||
| 020 | _a9780333802458 | ||
| 082 |
_a330.0184 _bPAT |
||
| 084 | _2Colon Classification | ||
| 100 | _aPatterson, Kerry | ||
| 245 |
_aAn Introduction to Applied Econometrics: _bA Time Series Approach/ _c Kerry Patterson |
||
| 260 |
_aUK: _bPalgrave Macmillan, _c2000. |
||
| 300 | _a 832 p. | ||
| 520 | _aThis 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. | ||
| 650 | _aApplied Econometrics | ||
| 942 | _cBK | ||
| 999 |
_c685846 _d685846 |
||