An Introduction to Applied Econometrics: A Time Series Approach
Autor Kerry Pattersonen Limba Engleză Paperback – 28 iun 2000
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Specificații
ISBN-13: 9780333802465
ISBN-10: 0333802462
Pagini: 795
Dimensiuni: 189 x 246 x 45 mm
Greutate: 1.45 kg
Ediția:2000
Editura: Bloomsbury Publishing
Colecția Red Globe Press
Locul publicării:London, United Kingdom
ISBN-10: 0333802462
Pagini: 795
Dimensiuni: 189 x 246 x 45 mm
Greutate: 1.45 kg
Ediția:2000
Editura: Bloomsbury Publishing
Colecția Red Globe Press
Locul publicării:London, United Kingdom
Caracteristici
An introductory text in econometrics that explains modern techniques not usually found in non-specialist texts but widely used in practice, both in student's project work and professional publications
Notă biografică
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.
Cuprins
PART 1: FOUNDATIONS Economics and Quantitative Economics Some Preliminaries An Introduction to Stationary and Non-Stationary Random Variables PART 2: ESTIMATION AND SIMULATION A Review of Estimation and Model Building: The Bivariate Case Extending Estimation and Model Building to Several Regressors An Introduction to Nonstationary Univariate Time Series Models Developments of Nonstationary Univariate Time Series Models Stationarity and Nonstationarity in Single Equation Regression Analysis Endogeneity and the Fully Modified OLS Estimator PART 3: APPLICATIONS The Demand for Money The Term Structure of Interest Rates The Phillips Curve The Exchange Rate and Purchasing Power Parity PART 4: EXTENSIONS Multivariate Models and Cointegration Applications of Multivariate Models Involving Cointegration Autoregressive Conditional Heteroscedasticity: Modelling Volatility.