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A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
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A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Produktdetails
- Produktdetails
- Verlag: Cambridge University Press
- Seitenzahl: 524
- Erscheinungstermin: 29. Mai 2007
- Englisch
- Abmessung: 229mm x 152mm x 28mm
- Gewicht: 750g
- ISBN-13: 9780521587822
- ISBN-10: 0521587824
- Artikelnr.: 21414564
- Herstellerkennzeichnung
- Libri GmbH
- Europaallee 1
- 36244 Bad Hersfeld
- gpsr@libri.de
- Verlag: Cambridge University Press
- Seitenzahl: 524
- Erscheinungstermin: 29. Mai 2007
- Englisch
- Abmessung: 229mm x 152mm x 28mm
- Gewicht: 750g
- ISBN-13: 9780521587822
- ISBN-10: 0521587824
- Artikelnr.: 21414564
- Herstellerkennzeichnung
- Libri GmbH
- Europaallee 1
- 36244 Bad Hersfeld
- gpsr@libri.de
Figures
Tables
Preface
Part I. Introduction and Basic Concepts
1. Introduction
2. Basic concepts
Part II. Unit Roots and Cointegration: 3. Unit roots
4. Issues in unit root testing
5. Estimation of cointegrated systems
6. Tests for cointegration
7. Econometric modeling with integrated regressors
Part III. Extensions of the Basic Model: 8. The Bayesian analysis of stochastic trends
9. Fractional unit roots and fractional cointegration
10. Small sample inference: bootstrap methods
11. Cointegrated systems with I(2) variables
12. Seasonal unit roots and seasonal cointegration
Part IV. Structural Change: 13. Structural change, unit roots and cointegration
14. Outliers and unit roots
15. Regime switching models and structural time series models
16. Future directions
Appendix I. A brief guide to asymptotic theory
Author index
Subject index.
Tables
Preface
Part I. Introduction and Basic Concepts
1. Introduction
2. Basic concepts
Part II. Unit Roots and Cointegration: 3. Unit roots
4. Issues in unit root testing
5. Estimation of cointegrated systems
6. Tests for cointegration
7. Econometric modeling with integrated regressors
Part III. Extensions of the Basic Model: 8. The Bayesian analysis of stochastic trends
9. Fractional unit roots and fractional cointegration
10. Small sample inference: bootstrap methods
11. Cointegrated systems with I(2) variables
12. Seasonal unit roots and seasonal cointegration
Part IV. Structural Change: 13. Structural change, unit roots and cointegration
14. Outliers and unit roots
15. Regime switching models and structural time series models
16. Future directions
Appendix I. A brief guide to asymptotic theory
Author index
Subject index.
Figures
Tables
Preface
Part I. Introduction and Basic Concepts
1. Introduction
2. Basic concepts
Part II. Unit Roots and Cointegration: 3. Unit roots
4. Issues in unit root testing
5. Estimation of cointegrated systems
6. Tests for cointegration
7. Econometric modeling with integrated regressors
Part III. Extensions of the Basic Model: 8. The Bayesian analysis of stochastic trends
9. Fractional unit roots and fractional cointegration
10. Small sample inference: bootstrap methods
11. Cointegrated systems with I(2) variables
12. Seasonal unit roots and seasonal cointegration
Part IV. Structural Change: 13. Structural change, unit roots and cointegration
14. Outliers and unit roots
15. Regime switching models and structural time series models
16. Future directions
Appendix I. A brief guide to asymptotic theory
Author index
Subject index.
Tables
Preface
Part I. Introduction and Basic Concepts
1. Introduction
2. Basic concepts
Part II. Unit Roots and Cointegration: 3. Unit roots
4. Issues in unit root testing
5. Estimation of cointegrated systems
6. Tests for cointegration
7. Econometric modeling with integrated regressors
Part III. Extensions of the Basic Model: 8. The Bayesian analysis of stochastic trends
9. Fractional unit roots and fractional cointegration
10. Small sample inference: bootstrap methods
11. Cointegrated systems with I(2) variables
12. Seasonal unit roots and seasonal cointegration
Part IV. Structural Change: 13. Structural change, unit roots and cointegration
14. Outliers and unit roots
15. Regime switching models and structural time series models
16. Future directions
Appendix I. A brief guide to asymptotic theory
Author index
Subject index.







