An Introduction to Applied Econometrics: A Time Series Approach

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An Introduction to Applied Econometrics: A Time Series Approach

ISBN : 9780333802465
Publisher : Palgrave Macmillan
Author(s) :
Publication Date :
Overview 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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