An Introduction to Applied Econometrics: A Time Series Approach

by Kerry Patterson

This text, designed for second- and final-year economics undergraduates taking an introductory or applied course in econometrics, covers the essential elements of the subject. The author also introduces and explains techniques that are widely used in applied work, although rarely introduced in detail in non-specialist texts. These include integrated time series, cointegration, simulation analysis, Johansen's approach to multivariate cointegration and ARCH.

824 pages, Hardcover

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.