An Introduction to Applied Econometrics: A Time Series Approach

by Kerry Patterson

Covering the essential elements of the subject of econometrics, the author also introduces and explains techniques that are now widely used in applied work, although rarely introduced in detail in non-specialist texts, such as integrated time series, cointegration, simulation analysis, Johansen's Approach to multivariate co-integration and ARCH. The author explains the central distinction between stationary and nonstationary time series, which is of crucial importance in many areas of analysis, especially in macroeconomics and financial economics.

795 pages, Paperback

First published June 29, 2000

About the author

Kerry is a prolific writer who has coauthored numerous articles and award-winning training programs. Kerry taught at Brigham Young University’s Marriott School of Management and then cofounded Interact Performance Systems, where he worked for ten years as vice president of research and development. Kerry is coauthor of the New York Times bestsellers Change Anything, Crucial Conversations, Crucial Confrontations, and Influencer. Kerry has completed doctoral work at Stanford University. He is a recipient of the Mentor of the Year Award and the 2004 William G. Dyer Distinguished Alumni Award from Brigham Young University.