Applied Time Series Econometrics
Book Details
Format
Paperback / Softback
Book Series
Themes in Modern Econometrics
ISBN-10
0521547873
ISBN-13
9780521547871
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Aug 4th, 2004
Print length
352 Pages
Weight
536 grams
Dimensions
22.90 x 15.40 x 2.10 cms
Product Classification:
Econometrics
Ksh 7,900.00
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The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.
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