IMPORTANT MESSAGE: We are relocating warehouses on Tuesday, 4th April. Our last orders will be dispatched on Monday, 3rd April and we will resume dispatch on Thursday, 6th April. Back-Orders and Express Orders may be delayed if ordered during this period. If you are unsure regarding your order, please send us an email on: and we will get back to you as soon as possible

An Introduction to Applied Econometrics: A Time Series Approach

Free Shipping over $50

and free returns nationwide (rentals only)


Money Back Guarantee

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.

Out of

Sorry but this item is out of stock, please check back again soon.