Applied Econometrics: A Simple Introduction

Applied Econometrics: A Simple Introduction presents a detailed guide to its central methods and applications. S&P 500 equities, GSCI commodities and US Treasury bill datasets are tested for autocorrelation, stationarity, and cointegration. ARMA and GARCH model data returns and variance, using AIC measure. Dynamic and static portfolio strategies are assessed with the Sharpe ratio and forecasting. More

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About the Series: Simple Introductions
Learn about a range of economic, business, financial, social and political fields with these short and detailed introductions.

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