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Author: Clara Jørgensen
Publisher:
ISBN:
Category :
Languages : en
Pages : 35
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Book Description
Author: Clara Jørgensen
Publisher:
ISBN:
Category :
Languages : en
Pages : 35
Get Book Here
Book Description
Author: Clara Jørgensen
Publisher:
ISBN:
Category :
Languages : en
Pages : 35
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Book Description
Author: C. Jorgensen
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 35
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Book Description
Author: Katarina Juselius
Publisher: MDPI
ISBN: 3038429554
Category : Business & Economics
Languages : en
Pages : 219
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Book Description
This book is a printed edition of the Special Issue "Recent Developments in Cointegration" that was published in Econometrics
Author: Clara Jørgensen
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: G. S. Maddala
Publisher: Cambridge University Press
ISBN: 9780521587822
Category : Business & Economics
Languages : en
Pages : 528
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Book Description
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Author: Fabio Busetti
Publisher:
ISBN:
Category :
Languages : en
Pages : 18
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Book Description
Author: Peter Reinhard Hansen
Publisher: Oxford University Press, USA
ISBN: 9780198776086
Category : Business & Economics
Languages : en
Pages : 178
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Book Description
Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Soren Johansen's remarkable contribution to the theory of cointegration analysis.
Author: Colin P. Hargreaves
Publisher: Oxford University Press, USA
ISBN:
Category : Business & Economics
Languages : en
Pages : 336
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Book Description
Nonstationary Time Series Analysis and Cointegration shows major developments in the econometric analysis of the long run (of nonstationarity and cointegration) - a field which has developed dramatically over the last twelve years to have a profound effect on econometric analysis in general. The papers here describe and evaluate new methods, provide useful overviews, and show detailed implementations helpful to practitioners. Papers include two substantive analyses of economic forecasting, based around an integral understanding of integration and cointegration and an evaluation of real business cycle models. There is an evaluation of different cointegration estimators and a new test for cointegration. There is a discussion of the effects of seasonality, looking at seasonal unit roots and at encompassing modelling with seasonally unadjusted versus adjusted data. A different style of nonstationarity is raised in a discussion of testing for inflationary bubbles and for time-varying transition probabilities in Hamilton's Markov switching model. This volume provides wide-ranging coverage of the literature, showing the importance of nonstationarity and cointegration.
Author: B Bhaskara Rao (Ed.)
Publisher: Allied Publishers
ISBN: 9788170237211
Category :
Languages : en
Pages : 254
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Book Description
