Non-Stationary Time Series Analysis and Cointegration - Brossura

Hargreaves, Colin

 
9780198773924: Non-Stationary Time Series Analysis and Cointegration
Brossura
ISBN 10: 0198773927 ISBN 13: 9780198773924
Casa editrice: OUP Oxford, 1994

Sinossi

Major developments in the analysis of non-stationary time series and co-integration are shown in this book. 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 are shown finding roots in macroeconomic series, testing the Fisher Hypothesis, testing money demand functions, and testing for inflation bubbles.

The book provides good coverage of the depth of this literature showing the importance of an understanding of non-stationarity and co-integration.

The other contributors are: F. Canova, Mike P. Clements, Francis X. Diebold, Steven N. Durlauf, Neil R. Ericsson, M. Finn, Colin Hargreaves, David Harris, Mark A. Hooker, Brett Inder, Joon-Haeng Lee, Hong-Anh Tran, Gretchen C. Weinbach

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Recensione

This volume covers a very comprehensive range of material, and most of the methodological content is either very recent or new, yet considerable emphasis is given to helpful practical application of the various techniques described. As such, it ought to have considerable appeal to theorists and practitioners alike. (Economic Journal)

This volume covers a very comprehensive range of material, and most of the methodological content is either very recent or new, yet considerable emphasis is given to helpful practical applications of the various techniques described. As such, it ought to have considerable appeal to theorists and practitioners alike. (Economic Journal)

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
OUP Oxford
Data di pubblicazione
1994
Lingua
Inglese
ISBN 10 
0198773927
ISBN 13 
9780198773924
Rilegatura
Copertina flessibile
Numero di pagine
328
Contatto del produttore
Messaggerie Libri
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Italia

Altre edizioni note dello stesso titolo

9780198773917: Non-Stationary Time Series Analysis and Cointegration

Edizione in evidenza

ISBN 10:  0198773919 ISBN 13:  9780198773917
Casa editrice: Oxford Univ Pr, 1994
Rilegato