Applied Econometric Techniques by Keith Cuthbertson
Attempting to bridge the gap between the theoretical literature and advanced applied work using time series data, this book emphasizes the intuitive aspects behind the theoretical results, and so provides insights into the solutions of real world applied problems. Recent theoretical innovations such as co-integration, error correction models, ARCH models, disequilibrium Maximum Likelihood models and the Kalman filter are discussed in a framework which builds on standard textbook econometrics. Applications of these theoretical developments are illustrated with real-world practical examples of model building. this book is designed for graduate students of econometrics.| SKU | Unavailable |
| ISBN 13 | 9780745012445 |
| ISBN 10 | 0745012442 |
| Title | Applied Econometric Techniques |
| Author | Keith Cuthbertson |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Pearson Education Limited |
| Year published | 1991-10-01 |
| Number of pages | 320 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |