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Applied Econometric Techniques by Cuthbertson, Keith, 1948-, Taylor, Mark P., 1958-; Hall, S. G is a book available to read on EtoBox.
What is Applied Econometric Techniques about?
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. Ap
- Author
- Cuthbertson, Keith, 1948-, Taylor, Mark P., 1958-; Hall, S. G
- Publisher
- Hemel Hempstead : P. Allan
- Published
- 1992
- Language
- EN
- ISBN
- 9780860030843
- Subjects
- Economics, Business
- Updated
- 2026-03-25
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