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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Nonstationary Time Series Analysis and Cointegration (Advanced Texts in Econometrics)
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Oxford University Press, 1994
ISBN 10: 0198773919
ISBN 13: 9780198773917
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Librería: Solr Books, Lincolnwood, IL, Estados Unidos de America
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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
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Nonstationary Time Series - Analysis and Cointegration. (Advanced Texts in Econometrics).
Publicado por
Oxford University Press London, 1994
ISBN 10: 0198773919
ISBN 13: 9780198773917
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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
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