An Introduction to Applied Econometrics

ISBN: 9780333802465

$86.00 $73.10

This new text is designed to make modern econometric techniques accessible and understandable to the non-specialist. 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. The author explains the central distinction between stationary and nonstationary time series, which is of crucial importance in many areas of analysis, especially in macroeconomics and financial economics.Visit: www.palgrave.com/economics/patterson for more information

Title:
An Introduction to Applied Econometrics
ISBN-13:
9780333802465
Author:
Publisher:
Macmillan Education UK
Published Date:
20000629
Edition:
1
Binding
Paperback / softback
Pages:
795
Language:
English
Product Dim.:
9.69 H x 7.44 W (inches)

KERRY PATTERSON is Professor of Econometrics at the University of Reading. He was previously Economist and Consultant Senior Economic Adviser at the Bank of England.

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About the Author

KERRY PATTERSON is Professor of Econometrics at the University of Reading. He was previously Economist and Consultant Senior Economic Adviser at the Bank of England.

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