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Topics in Dynamic Model Analysis: Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems: v.558 (Lecture Notes in Economics and Mathematical Systems) - Tapa blanda
Sinopsis
This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the unit-root gap between structural and time series approaches and focusing on representation theorems of (co)integrated processes. This book starts by providing a self-contained - rigorous as well as innovative - analytical setting to guide the formulation and solution in closed form of vector autoregressive models with unit roots. The monograph then moves on to place emphasis on the so-called representation theorems of unit-root econometrics, conjugating an elegant reappraisal of classical results with original enlightening insights which widen and enrich the information content and meaning of the said theorems, therefore providing new stimuli in this fascinating field of research.
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Reseña del editor
This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the unit-root gap between structural and time series approaches and focusing on representation theorems of (co)integrated processes. The book starts by providing a self-contained – rigorous as well as innovative – analytical setting to guide the formulation and solution in closed form of vector autoregressive models with unit roots. The monograph then moves on to place emphasis on the so-called representation theorems of unit-root econometrics, conjugating an elegant reappraisal of classical results with original enlightening insights which widen and enrich the information content and meaning of the said theorems, therefore providing new stimuli in this fascinating field of research.
"Sobre este título" puede pertenecer a otra edición de este libro.
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Topics in Dynamic Model Analysis: Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems
Publicado por
Springer Berlin Heidelberg, 2006
ISBN 10: 3540261966
ISBN 13: 9783540261964
Antiguo o usado
Taschenbuch
Librería: NEPO UG, Rüsselsheim am Main, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Sehr gut. 144 Seiten ex Library Book / aus einer wissenschaftlichen Bibliothek Sprache: Englisch Gewicht in Gramm: 232. Nº de ref. del artículo: 295051
Cantidad disponible: 1 disponibles
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Topics in Dynamic Model Analysis: Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems
Librería: Grey Matter Books, Hadley, MA, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Paperback. Condición: Very Good. Text is unmarked; pages are bright. Binding is sturdy. Covers show just a little light wear around the corners. 144pp. Nº de ref. del artículo: 067218
Cantidad disponible: 1 disponibles
Imagen de archivo
Topics in Dynamic Model Analysis: Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems (Lecture Notes in Economics and Mathematical Systems)
Librería: dsmbooks, Liverpool, Reino Unido
Calificación del vendedor: 4 de 5 estrellas
Paperback. Condición: Very Good. Very Good. book. Nº de ref. del artículo: D8S0-3-M-3540261966-4
Cantidad disponible: 1 disponibles