Tests of seasonal integration and cointegration in multivariate unobserved component models PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Tests of seasonal integration and cointegration in multivariate unobserved component models PDF full book. Access full book title Tests of seasonal integration and cointegration in multivariate unobserved component models by Fabio Busetti. Download full books in PDF and EPUB format.
Author: Fabio Busetti
Publisher:
ISBN:
Category : Cointegration
Languages : en
Pages : 52
Get Book Here
Book Description
Author: Fabio Busetti
Publisher:
ISBN:
Category : Cointegration
Languages : en
Pages : 52
Get Book Here
Book Description
Author: Fabio Busetti
Publisher:
ISBN:
Category :
Languages : en
Pages : 40
Get Book Here
Book Description
Author: Fabio Busetti
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Get Book Here
Book Description
Author: Eric Ghysels
Publisher: Cambridge University Press
ISBN: 9780521565882
Category : Business & Economics
Languages : en
Pages : 258
Get Book Here
Book Description
Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.
Author: British Library of Political and Economic Science Staff
Publisher: Routledge
ISBN: 9780415447171
Category : Business & Economics
Languages : en
Pages : 664
Get Book Here
Book Description
First published in 2007. Routledge is an imprint of Taylor & Francis, an informa company.
Author: Svend Hylleberg
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 58
Get Book Here
Book Description
Author: Param Silvapulle
Publisher:
ISBN:
Category : Cointegration
Languages : en
Pages : 38
Get Book Here
Book Description
Author: William R. Bell
Publisher: CRC Press
ISBN: 1439846588
Category : Mathematics
Languages : en
Pages : 544
Get Book Here
Book Description
Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time s
Author: G. S. Maddala
Publisher: Cambridge University Press
ISBN: 9780521587822
Category : Business & Economics
Languages : en
Pages : 528
Get Book Here
Book Description
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Author: Param Silvapulle
Publisher:
ISBN: 9781864460919
Category : Cointegration
Languages : en
Pages : 22
Get Book Here
Book Description
