DYNAMIC ECONOMETRIC MODELS. STRUCTURAL STABILITY, COINTEGRATION AND PANEL DATA (ePub)
(Sprache: Englisch)
Usually explanatory variables in an econometric model are supposed related at one time with the endogenous variable, so usually the temporary sub-indices of all variables are equal. However, economic theory and other sciences lead us to dynamic relationship...
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Usually explanatory variables in an econometric model are supposed related at one time with the endogenous variable, so usually the temporary sub-indices of all variables are equal. However, economic theory and other sciences lead us to dynamic relationship between the variables, since the impacts between variables can become manifest in later periods or extended to many periods. In this way appear dynamic models with variables out in time. Dynamic models usually seen three different situations according to the variables affected by delays. It may be that the delays involved only to exogenous variables, only the endogenous variable or simultaneously to endogenous and exogenous variables. This book covers a wide typology of dynamic models including models with distributed delays, models with stochastic regressors, models with structural change and dynamic panel data models. Widely is the theory of unit roots, the Cointegration and error correction models. And all this from a perspective multi-software, using the latest software on the market suitable for these non-trivial econometric tasks (SAS, EVIEWS, SPSS and STATA).
Bibliographische Angaben
- Autor: Cesar Perez Lopez
- 2020, Englisch
- Verlag: Lulu.com
- ISBN-10: 1716278821
- ISBN-13: 9781716278822
- Erscheinungsdatum: 30.12.2020
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eBook Informationen
- Dateiformat: ePub
- Größe: 7.50 MB
- Ohne Kopierschutz
Sprache:
Englisch
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