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.
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- ISBN10 0312235127
- ISBN13 9780312235123
- Publish Date 13 October 2000 (first published 29 June 2000)
- Publish Status Out of Print
- Out of Print 20 May 2021
- Publish Country US
- Imprint Palgrave MacMillan
- Format Hardcover
- Pages 795
- Language English