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Modelling Non-Stationary Economic Time Series: A Multivariate Approach by S. Bur
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ApproximatelyAU $202.80
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Located in: Fairfield, Ohio, United States
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eBay item number:395147291491
Item specifics
- Condition
- ISBN-13
- 9781403902023
- Book Title
- Modelling Non-Stationary Economic Time Series
- ISBN
- 9781403902023
- Subject Area
- Business & Economics, Mathematics
- Publication Name
- Modelling Non-Stationary Economic Time Series : a Multivariate Approach
- Publisher
- Palgrave Macmillan The Limited
- Item Length
- 3.7 in
- Subject
- Probability & Statistics / Time Series, Econometrics, Statistics
- Publication Year
- 2005
- Series
- Palgrave Texts in Econometrics Ser.
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 0.3 in
- Features
- Revised
- Item Weight
- 19.5 Oz
- Item Width
- 6.3 in
- Number of Pages
- VII, 253 Pages
About this product
Product Information
Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural breaks associated with regime changes and what to do when variables are of different orders of integration.
Product Identifiers
Publisher
Palgrave Macmillan The Limited
ISBN-10
140390202x
ISBN-13
9781403902023
eBay Product ID (ePID)
7038589790
Product Key Features
Number of Pages
VII, 253 Pages
Language
English
Publication Name
Modelling Non-Stationary Economic Time Series : a Multivariate Approach
Publication Year
2005
Subject
Probability & Statistics / Time Series, Econometrics, Statistics
Features
Revised
Type
Textbook
Subject Area
Business & Economics, Mathematics
Series
Palgrave Texts in Econometrics Ser.
Format
Hardcover
Dimensions
Item Height
0.3 in
Item Weight
19.5 Oz
Item Length
3.7 in
Item Width
6.3 in
Additional Product Features
Intended Audience
Scholarly & Professional
LCCN
2004-056896
Dewey Edition
22
Number of Volumes
1 Vol.
Illustrated
Yes
Dewey Decimal
330/.01/51955
Edition Description
Revised Edition
Lc Classification Number
Hb139-141
Table of Content
PART 1: INTRODUCTION: COINTEGRATION, ECONOMIC EQUILIBRIUM AND THE LONG RUN PART 2: UNIVARIATE AND SINGLE EQUATION METHODS Introduction Non-Stationarity Univariate Statistical Time Series Models and Non-Stationarity Testing for Non-Stationarity in Single Series Conclusion PART 3: RELATIONSHIPS BETWEEN NON-STATIONARITY TIME SERIES Introduction Equilibrium and Equilibrium Correction Cointegration and Equilibrium Regression Amongst Cointegrated Variables Conclusion PART 4: MULTIVARIATE TIME SERIES APPROACH TO COINTEGRATION Introduction The VMA, the VAR and the VECM VAR - Based Tests of Cointegration The Smith-McMillan-Yoo Form Johansen's VAR Representation of Cointegration Johansen's Approach to Testing for Cointegration in Systems Tests of Cointegration in VAR Models Alternative Representations PART 5: EXOGENEITY AND IDENTIFICATION An Introduction to Exogeneity Identification Exogeneity and Identification Empirical Examples Conclusion PART 6: FURTHER TOPICS IN THE ANALYSIS OF NON-STATIONARY TIME SERIES Introduction Inference and Estimation When Series Are Not I(1) Forecasting in Cointegrated Systems Models with Short-Run Dynamics Induced by Expectations Conclusion PART 7: CONCLUSION Approximation Alternative Methods Structural Breaks Last Comments Notes Appendices References Index
Copyright Date
2005
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:395147291491
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