Publisher's Synopsis
This book is designed to bridge the gap between advanced undergraduate or post-graduate econometric theory course work and the practical work which is required of most applied economists. The book aims to do this in two ways. Firstly, it provides an overview of important theories, such as general-to-specific modelling, Kalman Filters, co-integration and maximum likelihood. In each overview, the book attempts to concentrate on the implications of these concepts for practical work. Secondly, the book presents examples of applied work, economic research into an actual problem.
