| Título : |
An Introduction to Applied Econometrics : A Time Series Approach |
| Tipo de documento: |
TEXTO IMPRESO |
| Autores: |
Kerry Patterson |
| Editorial: |
Basingstoke [Inglaterra] : Palgrave Macmillan |
| Fecha de publicación: |
2000 |
| Número de páginas: |
xxvi, 795 p. |
| Dimensiones: |
24 cm. |
| ISBN/ISSN/DL: |
978-0-333-80246-5 |
| Idioma : |
Inglés (eng) |
| Clasificación: |
Econometría ; Series temporales
|
| Clasificación: |
330.43 Econometría |
| Nota de contenido: |
1. Economics and quantitative economics - 2. Some preliminaries - 3. An introduction to stationary and nonstationary random variables - 4. Estimation and hypothesis testing in simple regression models - 5. Extending estimation and model building to several regressors - 6. An introduction to nonstationary univariable time series models - 7. Developments of nonstationary univariable time series models - 8. Stationary and nonstionary in single-equation regression analysis - 9. Endogeneity and the fully modified OLS estimator - 10. The demand ofr money - 11. The term structure of interest rates - 12. The Phillips curve - 13. The exchange rate and purchasing power parity - 14. Multivariate models and cointegration - 15. Applications of multivariate models involving cointegration - 16. Autoregressive conditional heteroscedasticity: modelling volatility |
| Link: |
http://www.biblioeco.unsa.edu.ar/pmb/opac_css/index.php?lvl=notice_display&id=13 |
| Ubicación : |
330.43 P315 |
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