Erickson, K. H.
Applied Econometrics: A Simple Introduction
- ISBN 13:
- 9781515065388
- author:
- Erickson, K. H.
- format:
- Paperback
- publisher:
- Createspace Independent Publishing Platform
- language:
- English
- Publication Year:
- 2015
- Pages:
- 102
- Dimensions:
- 20.3 x 13.3 x 0.5 centimetres (0
- Genre:
- Business, Econometrics, ,
- Condition:
- New
- Availability:
- Item usually sent within 5 working days
Description
Applied Econometrics: A Simple Introduction provides a comprehensive guide to central methods and applications in applied econometrics. This book covers key concepts such as data distributions, autocorrelation, stationarity, and cointegration, using real-world datasets like the S&P 500 equities, GSCI commodities, and US Treasury Bill risk-free rate. The book explores various statistical models, including ARMA and GARCH models, to analyze returns data and forecast variance. It also evaluates dynamic and static portfolio strategies using Sharpe Ratio tools, with a focus on the global financial crisis period. By assessing these methods alongside established financial literature, this introduction aims to provide a solid foundation for understanding applied econometrics. Suitable for those looking to gain a deeper understanding of applied econometrics, this book offers a detailed guide to key concepts and statistical models.
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