In this Book

  • Applied Time Series Econometrics: A Practical Guide for Macroeconomic Researchers with a Focus on Africa
  • Book
  • Alemayehu Geda
  • 2012
  • Published by: University of Nairobi Press
summary
This book attempts to demystify time series econometrics so as to equip macroeconomic researchers focusing on Africa with solid but accessible foundation in applied time series techniques that can deal with challenges of developing economic models using African data.

Table of Contents

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  1. Cover
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  1. Title page, Copyright
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  1. Contents
  2. pp. v-vi
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  1. List of Figures
  2. pp. vii-viii
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  1. List of Tables
  2. pp. viii-ix
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  1. List of Illustrations
  2. p. x
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  1. List of Boxes
  2. p. x
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  1. About Authors
  2. pp. xi-xii
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  1. Preface and Acknowledgment
  2. pp. xiii-xiv
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  1. 1. Introduction
  2. pp. 1-6
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  1. 2. Model Specification
  2. pp. 7-26
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  1. 3. Time Series Properties of Macro Variables: Testing for Unit Roots
  2. pp. 27-44
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  1. 4. Cointegration Analysis
  2. pp. 45-116
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  1. 5. The Econometrics of Forecasting: Theory and Application
  2. pp. 117-144
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  1. 6. An Introduction to Panel Unit Roots and Cointegration
  2. pp. 145-164
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  1. Appendicies
  2. pp. 165-178
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  1. A Guide for Further Readings
  2. pp. 179-186
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  1. Index
  2. pp. 187-189
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  1. Back cover
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