Advertisement

Econometric methods

  • Paul Mizen
Chapter
  • 7 Downloads

Abstract

This chapter seeks to give an understanding behind the econometrics used in the second part of the book. Some of the sections in the chapter are starred indicating that they are more advanced. The econometrics is explained assuming a third year knowledge of the subject, and although the starred sections will require a greater knowledge than that, the reader will not be disadvantaged if they are omitted. Chapter 4 will outline unit root and cointegration theory in the first two sections and the third section will cover the Kalman filtering procedures; finally section four will cover the diagnostic tests used in the following chapters.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Paul Mizen 1994

Authors and Affiliations

  • Paul Mizen

There are no affiliations available

Personalised recommendations