An Introduction to Applied Econometrics

An Introduction to Applied Econometrics pdf epub mobi txt 电子书 下载 2025

出版者:Palgrave MacMillan
作者:Kerry Patterson
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页数:797
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出版时间:2000-10-13
价格:GBP 59.49
装帧:Paperback
isbn号码:9780312235130
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Covering the essential elements of the subject of econometrics, the author also introduces and explains techniques that are now widely used in applied work, although rarely introduced in detail in non-specialist 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.

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