Cointegration for the Applied Economist

Specificaties
Gebonden, blz. | Engels
Palgrave Macmillan UK | 2e druk, 2007
ISBN13: 9781403996145
Rubricering
Juridisch :
Palgrave Macmillan UK 2e druk, 2007 9781403996145
€ 127,70
Levertijd ongeveer 9 werkdagen
Gratis verzonden

Samenvatting

The first edition of this book has been described as a landmark book, being the first of its kind in applied econometrics. This second edition is thoroughly revised and updated and explains how to use many recent technical developments in time series econometrics. The main objective of the book is to help many applied economists, with a limited background in econometric estimation theory, to understand and apply widely used time eseries econometric techniques.

Specificaties

ISBN13:9781403996145
Taal:Engels
Bindwijze:gebonden
Uitgever:Palgrave Macmillan UK
Druk:2
Hoofdrubriek:Economie

Inhoudsopgave

Introduction; B.B.Rao A Primer on Cointegration with an Application to Money and Income; D.A.Dickey, D.W.Jansen & D.L.Thornton Unit Roots and Cointegration for the Economist; D.Holden & R.Perman The Significance of Unit Roots and the Pitfalls of Mechanical Statistics; R.Smith Unit Roots and Structural Breaks: A Survey of the Literature; J.P.Byrne & R.Perman New Unit Root Tests Designed for the Trend-Break Stationary Alternative: Simulation Evidence and Empirical Applications; A.Sen How to Deal with Structural Breaks in Practical Cointegration Analysis?; R.Joyeux Panel Cointegration Analysis: An Empirical Example; N.R.V.Murthy

Net verschenen

€ 127,70
Levertijd ongeveer 9 werkdagen
Gratis verzonden

Rubrieken

    Personen

      Trefwoorden

        Cointegration for the Applied Economist