Author: Clara Jørgensen
Publisher:
ISBN:
Category :
Languages : en
Pages : 35
Book Description
Trend-stationarity in the 1(2) Cointegration Model
Author: Clara Jørgensen
Publisher:
ISBN:
Category :
Languages : en
Pages : 35
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 35
Book Description
Trend-stationarity in the 1(2) Cointegration Model
Author: C. Jorgensen
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 35
Book Description
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 35
Book Description
Using R for Principles of Econometrics
Author: Constantin Colonescu
Publisher: Lulu.com
ISBN: 1387473611
Category : Business & Economics
Languages : en
Pages : 278
Book Description
This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.
Publisher: Lulu.com
ISBN: 1387473611
Category : Business & Economics
Languages : en
Pages : 278
Book Description
This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.
Unit Roots, Cointegration, and Structural Change
Author: G. S. Maddala
Publisher: Cambridge University Press
ISBN: 9780521587822
Category : Business & Economics
Languages : en
Pages : 528
Book Description
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Publisher: Cambridge University Press
ISBN: 9780521587822
Category : Business & Economics
Languages : en
Pages : 528
Book Description
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Trend Stationary in the 1(2) Cointegration Model
Author: Clara Jørgensen
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Workbook on Cointegration
Author: Peter Reinhard Hansen
Publisher: Oxford University Press, USA
ISBN: 9780198776086
Category : Business & Economics
Languages : en
Pages : 178
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.
Publisher: Oxford University Press, USA
ISBN: 9780198776086
Category : Business & Economics
Languages : en
Pages : 178
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.
The Cointegrated VAR Model
Author: Katarina Juselius
Publisher: Oxford University Press, USA
ISBN: 0199285667
Category : Business & Economics
Languages : en
Pages : 478
Book Description
This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the Cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of insights into the links between statistical econometric modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure as well as of thecommon stochastic trends and the impulse response functions, providing in each case illustrations of applicability.This book presents the main ingredients of the Copenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. The guiding principle is that good econometric work should take econometrics, institutions, and economics seriously. The author uses a single data set throughout most of the book to guide the reader through the econometric theory whilealso revealing the full implications for the underlying economic model. To test ensure full understanding the book concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, with economic reality.
Publisher: Oxford University Press, USA
ISBN: 0199285667
Category : Business & Economics
Languages : en
Pages : 478
Book Description
This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the Cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of insights into the links between statistical econometric modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure as well as of thecommon stochastic trends and the impulse response functions, providing in each case illustrations of applicability.This book presents the main ingredients of the Copenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. The guiding principle is that good econometric work should take econometrics, institutions, and economics seriously. The author uses a single data set throughout most of the book to guide the reader through the econometric theory whilealso revealing the full implications for the underlying economic model. To test ensure full understanding the book concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, with economic reality.
Trends-stationarity in the L(2) Cointegration Model
Author: Clara Jørgensen
Publisher:
ISBN:
Category :
Languages : en
Pages : 35
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 35
Book Description
Recent Developments in Cointegration
Author: Katarina Juselius
Publisher: MDPI
ISBN: 3038429554
Category : Business & Economics
Languages : en
Pages : 219
Book Description
This book is a printed edition of the Special Issue "Recent Developments in Cointegration" that was published in Econometrics
Publisher: MDPI
ISBN: 3038429554
Category : Business & Economics
Languages : en
Pages : 219
Book Description
This book is a printed edition of the Special Issue "Recent Developments in Cointegration" that was published in Econometrics
Stochastic Models, Statistics and Their Applications
Author: Ansgar Steland
Publisher: Springer
ISBN: 3319138812
Category : Mathematics
Languages : en
Pages : 479
Book Description
This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.
Publisher: Springer
ISBN: 3319138812
Category : Mathematics
Languages : en
Pages : 479
Book Description
This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.