Topics in Dynamic Model Analysis
(Sprache: Englisch)
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.
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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 al 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. TOC:The Algebraic Framework of Unit-Root Econometrics.- The Statistical Setting.- Econometric Dynamic Models: From Classical Econometrics to Time Series Econometrics.
Inhaltsverzeichnis zu „Topics in Dynamic Model Analysis “
- The Algebraic Framework of Unit-Root Econometrics- The Statistical Setting
- Econometric Dynamic Models: From Classical Econometrics to Time Series Econometrics.
Bibliographische Angaben
- Autoren: M. Faliva , M. G. Zoia
- 2005, X, 144 Seiten, Kartoniert (TB), Englisch
- Verlag: Springer
- ISBN-10: 3540261966
- ISBN-13: 9783540261964
Sprache:
Englisch
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