Topics in Dynamic Model Analysis: Advanced Matric Methods And Unit-root Econometrics Representation Theorems: Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems: v.558 - Brossura

Faliva, Mario; Zoia, Maria Grazia

Brossura

ISBN 10: 3540261966 ISBN 13: 9783540261964

Casa editrice: Springer Verlag, 2008

Riassunto

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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Contenuti

The Algebraic Framework of Unit-Root Econometrics.- The Statistical Setting.- Econometric Dynamic Models: From Classical Econometrics to Time Series Econometrics.

Dettagli dell'edizione

• Editore: Springer Verlag
• Data di pubblicazione: 2008
• Lingua: Inglese
• ISBN 10: 3540261966
• ISBN 13: 9783540261964
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 144
• Contatto del produttore: non disponibile
• Persona responsabile: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Germania