by KerryPatterson (Author)
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.
Format: Paperback
Pages: 832
Publisher: Palgrave Macmillan
Published: 29 Jun 2000
ISBN 10: 0333802462
ISBN 13: 9780333802465