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Applied Econometrics: A Simple Introduction

By K H Erickson
Paperback
$12.24
By K H Erickson
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Applied Econometrics: A Simple Introduction offers a detailed guide to some of the central methods and applications of applied econometrics, with theory, models, calculations, and graphs to support analysis.

S&P 500 equities, GSCI commodities, and US Treasury Bill risk-free rate datasets are assessed for their data distributions, autocorrelation, and stationarity. The Engle-Granger 2 step method, Johansen test and the Vector Error Correction Model test for and correct cointegration.

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BusinessEconomicsEconomics - General & Miscellaneous