Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is linked to practical issues such a
Modelling Non-Stationary Economic Time Series: A Multivariate Approach (Palgrave Texts in Econometrics)
β Scribed by Simon P. Burke, John Hunter
- Year
- 2005
- Tongue
- English
- Leaves
- 263
- Category
- Library
No coin nor oath required. For personal study only.
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Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is linked to practical issues such
<p>Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is linked to practical issues suc
<p><p>This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, consi
This volume contains an accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. The bookΒ uses the linear regression model as a framework for introducing s
This volume contains an accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. The bookΒ uses the linear regression model as a framework for introducing s