Modern Econometrics: An Introduction

Front Cover
Addison-Wesley, 1997 - Business & Economics - 535 pages
0 Reviews
Econometrics has experienced remarkable changes in the past 15 years, particularly in the area of time series analysis. The development of cointegration techniques has enabled econometricians to deal with the problems of spurious regression and non-stationary time series. Parallel to this development has come the increased acceptance of general-to-specific methodology, combined with the use of error correction models. Modern Econometrics recognises the need for today's students to have a sound grasp of recent developments in econometrics. It successfully incorporates modern topics and integrates them with more traditional material. Whilst not avoiding a rigorous mathematical treatment where necessary, the text takes an intuitive approach to the more advanced topics. The result is an accessible undergraduate text providing a motivating, relevant and understandable introduction to econometrics.

From inside the book

What people are saying - Write a review

We haven't found any reviews in the usual places.


Probability distributions
Statistical inference

18 other sections not shown

Common terms and phrases

Bibliographic information