An Introduction To Applied Econometrics: A Time Series Approach - 9780333802465

It introduces and explains techniques that are now widely used in applied work, although rarely introduced in any detail in introductory level texts, such as integrated time series, cointegration, simulation analysis, Johansen's Approach to multivariate co-integration and ARCH.

• | By (Author): Kerry Patterson
• | Series:
• | Publisher: Bloomsbury Publishing PLC
• | Publication Date: Jun 29, 2000
• | Country of Publication: United Kingdom
• | Number of Pages: 795 pages
• | Language: Not available
• | Binding: Paperback|Softback
• | ISBN-10: 0007233485
• | ISBN-13: 9780333802465