Includes bibliographical references (p. 760-773) and indexes.

Ch. 1. Economics and quantitative economics -- Ch. 2. Some preliminaries -- Ch. 3. An introduction to stationary and nonstationary random variables -- Ch. 4. Estimation and hypothesis testing in simple regression models -- Ch. 5. Extending estimation and model building to several regressors -- Ch. 6. An introduction to nonstationary univariate time series models -- Ch. 7. Developments of nonstationary univariate time series models -- Ch. 8. Stationarity and nonstationarity in single-equation regression analysis -- Ch. 9. Endogeneity and the fully modified OLS estimator -- Ch. 10. The demand for money -- Ch. 11. The term structure of interest rates -- Ch. 12. The Phillips curve -- Ch. 13. The exchange rate and purchasing power parity -- Ch. 14. Multivariate models and cointegration -- Ch. 15. Applications of multivariate models involving cointegration -- Ch. 16. Autoregressive conditional heteroscedasticity: modelling volatility.

"An Introduction to Applied Econometrics is an entry level book that delivers real understanding of what is done in practice by applying the philosophy that an understanding of econometrics comes from seeing it in use. It bridges the gap between techniques and applications, enabling the reader to undertake meaningful project work and research."--BOOK JACKET.

All Ages.