Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (Advanced Texts in Econometrics)

4,33 valoración promedio
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9780198288107: Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (Advanced Texts in Econometrics)
Review:

`Very complete and exhaustive ... up-to-date presentation and theories ... clear examples and useful statistical tables.' Mr Tavera, Faculte de Sciences Economiques

`Fills a gap in the market - a readable text which provides a comprehensive coverage of recent research in this very important area.' Dr C.O. Alexander, University of Sussex

A very readable survey of many of the important contributions to this theoretical literature ... it is clear that unit roots, cointegration, and Wiener process theory are going to play an important role in the continuing debate. This book provides a valuable resource for all researchers interested in these topics. ( Economic Journal)

This landmark in the history of econometrics is recommended to those who are more than superficially interested in the subject, including all those teaching the subject ... there is no competitor for this book. ( De Economist)

Review:

A very readable survey of many of the important contributions to this theoretical literature ... it is clear that unit roots, cointegration, and Wiener process theory are going to play an important role in the continuing debate. This book provides a valuable resource for all researchers interested in these topics. ( Economic Journal)

This landmark in the history of econometrics is recommended to those who are more than superficially interested in the subject, including all those teaching the subject ... there is no competitor for this book. ( De Economist)

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1.

Banerjee, Anindya; Galbraith, J. W.; Dolado, Juan
Editorial: OUP Oxford 1993-05 (1993)
ISBN 10: 0198288107 ISBN 13: 9780198288107
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Descripción OUP Oxford 1993-05, 1993. Estado de conservación: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Nº de ref. de la librería NU-LSI-06889516

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Banerjee, Anindya; Galbraith, J. W.; Dolado, Juan
Editorial: Oxford University Press, United Kingdom (1993)
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Descripción Oxford University Press, United Kingdom, 1993. Paperback. Estado de conservación: New. New.. 232 x 152 mm. Language: English . Brand New Book ***** Print on Demand *****.This book provides a wide-ranging account of the literature on co-integration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behaviour are common in economics, although techniques appropriate to analysing such data are of recent origin and there are few existing expositions of the literature. This book focuses on the exploration of relationships among integrated data series and the exploitation of these relationships in dynamic econometric modelling. The concepts of co-integration and error-correction models are fundamental components of the modelling strategy. This area of time-series econometrics has grown in importance over the past decade and is of interest to econometric theorists and applied econometricians alike. By explaining the important concepts informally, but also presenting them formally, the book bridges the gap between purely descriptive and purely theoretical accounts of the literature. The asymptotic theory of integrated processes is described and the tools provided by this theory are used to develop the distributions of estimators and test statistics. Practical modelling advice, and the use of techniques for systems estimation, are also emphasized. A knowledge of econometrics, statistics, and matrix algebra at the level of a final-year undergraduate or first-year undergraduate course in econometrics is sufficient for most of the book. Other mathematical tools are described as they occur. Nº de ref. de la librería AAV9780198288107

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Banerjee, Anindya; Galbraith, J. W.; Dolado, Juan
Editorial: Oxford University Press, United Kingdom (1993)
ISBN 10: 0198288107 ISBN 13: 9780198288107
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Descripción Oxford University Press, United Kingdom, 1993. Paperback. Estado de conservación: New. New.. 232 x 152 mm. Language: English . Brand New Book ***** Print on Demand *****. This book provides a wide-ranging account of the literature on co-integration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behaviour are common in economics, although techniques appropriate to analysing such data are of recent origin and there are few existing expositions of the literature. This book focuses on the exploration of relationships among integrated data series and the exploitation of these relationships in dynamic econometric modelling. The concepts of co-integration and error-correction models are fundamental components of the modelling strategy. This area of time-series econometrics has grown in importance over the past decade and is of interest to econometric theorists and applied econometricians alike. By explaining the important concepts informally, but also presenting them formally, the book bridges the gap between purely descriptive and purely theoretical accounts of the literature. The asymptotic theory of integrated processes is described and the tools provided by this theory are used to develop the distributions of estimators and test statistics. Practical modelling advice, and the use of techniques for systems estimation, are also emphasized. A knowledge of econometrics, statistics, and matrix algebra at the level of a final-year undergraduate or first-year undergraduate course in econometrics is sufficient for most of the book. Other mathematical tools are described as they occur. Nº de ref. de la librería AAV9780198288107

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Banerjee, Anindya; Galbraith, J. W.; Dolado, Juan
Editorial: Clarendon Press (1993)
ISBN 10: 0198288107 ISBN 13: 9780198288107
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Descripción Clarendon Press, 1993. PAP. Estado de conservación: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería LQ-9780198288107

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Banerjee, Anindya; Galbraith, J. W.; Dolado, Juan
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Descripción OUP Oxford, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9780198288107_lsuk

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Banerjee, Anindya; Galbraith, J. W.; Dolado, Juan
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Descripción Clarendon Press, 1993. PAP. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería IQ-9780198288107

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Banerjee, Anindya; Galbraith, J. W.; Dolado, Juan
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Descripción Oxford Univ Pr on Demand, 1993. Paperback. Estado de conservación: Brand New. illustrated edition. 352 pages. 9.25x6.25x0.75 inches. In Stock. Nº de ref. de la librería zk0198288107

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Banerjee, Anindya; Galbraith, J. W.; Dolado, Juan
Editorial: Oxford University Press (1993)
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Descripción Oxford University Press, 1993. Paperback. Estado de conservación: New. book. Nº de ref. de la librería 0198288107

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Banerjee, Anindya; Galbraith, J. W.; Dolado, Juan
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Descripción OUP Oxford. Paperback. Estado de conservación: New. Paperback. 352 pages. Dimensions: 9.1in. x 6.0in. x 0.9in.This book is wide-ranging in its account of literature on cointegration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behavior are common in economics, although techniques appropriate to analyzing such data are relatively new, with few existing expositions of the literature. This book explores relationships among integrated data series and their use in dynamic econometric modelling. The concepts of cointegration and error-correction models are fundamental components of the modelling strategy. This area of time series econometrics has grown in importance over the past decade and is of interest to both econometric theorists and applied econometricians. By explaining the important concepts informally and presenting them formally, the book bridges the gap between purely descriptive and purely theoretical accounts of the literature. The work describes the asymptotic theory of integrated processes and uses the tools provided by this theory to develop the distributions of estimators and test statistics. It emphasizes practical modelling advice and the use of techniques for systems estimation. A knowledge of econometrics, statistics, and matrix algebra at the level of a final-year undergraduate or first-year undergraduate course in econometrics is sufficient for most of the book. Other mathematical tools are described as they occur. About the SeriesAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Nº de ref. de la librería 9780198288107

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Descripción Estado de conservación: Brand New. Book Condition: Brand New. Nº de ref. de la librería 97801982881071.0

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