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Sinopsis
Major developments in the analysis of non-stationary time series and cointegration are described in this study. Papers include David Hendry's work on forecasting, Peter Phillip's work on Bayesian models, Svend Hylleberg's work on seasonality, and Adrian Pagan's work on real business cycle models. Other topics covered include an overview of the different estimators of cointegrating relationships, and a new test of cointegration. Applications find roots in macroeconomic series, test the Fisher Hypothesis, test money demand functions, and test for inflation bubbles.
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Reseña del editor
Major developments in the analysis of non-stationary time series and cointegration are described in this study. Papers include David Hendry's work on forecasting, Peter Phillip's work on Bayesian models, Svend Hylleberg's work on seasonality, and Adrian Pagan's work on real business cycle models. Other topics covered include an overview of the different estimators of cointegrating relationships, and a new test of cointegration. Applications find roots in macroeconomic series, test the Fisher Hypothesis, test money demand functions, and test for inflation bubbles.
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- EditorialOxford University Press
- Año de publicación1994
- ISBN 10 0198773919
- ISBN 13 9780198773917
- EncuadernaciónTapa dura
- IdiomaInglés
- Número de páginas326
- Contacto del fabricanteno disponible
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Imagen del vendedor
Nonstationary Time Series - Analysis and Cointegration. (Advanced Texts in Econometrics).
Publicado por
Oxford University Press London, 1994
ISBN 10: 0198773919
ISBN 13: 9780198773917
Antiguo o usado
Tapa dura
Librería: ralfs-buecherkiste, Herzfelde, MOL, Alemania
Calificación del vendedor: 5 de 5 estrellas
Cloth. Condición: Gut. 308 S. guter Zustand/ Ex-Library. As library copy in very good condition. With numerous figures. ha1055921 Sprache: Englisch Gewicht in Gramm: 680. Nº de ref. del artículo: 284079
Cantidad disponible: 1 disponibles
Imagen del vendedor
Nonstationary Time Series Analysis and Cointegration (Advanced Texts in Econometrics)
Publicado por
Oxford University Press, 1994
ISBN 10: 0198773919
ISBN 13: 9780198773917
Antiguo o usado
Tapa dura
Librería: Solr Books, Lincolnwood, IL, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: very_good. This books is in Very good condition. There may be a few flaws like shelf wear and some light wear. Nº de ref. del artículo: 5D4WH5000AIG_ns
Cantidad disponible: 1 disponibles