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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)
Descriptores: 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
Ubicación : 330.43 P315
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