Practical Issues in Cointegration Analysis (häftad)
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Format
Häftad (Paperback / softback)
Språk
Engelska
Antal sidor
284
Utgivningsdatum
1999-05-01
Upplaga
illustrated ed
Förlag
Wiley-Blackwell
Medarbetare
McAleer, Michael
Illustrationer
0
Dimensioner
246 x 171 x 15 mm
Vikt
490 g
Antal komponenter
1
Komponenter
66:B&W 7 x 10 in or 254 x 178 mm Perfect Bound on White w/Gloss Lam
ISSN
0950-0804
ISBN
9780631211983

Practical Issues in Cointegration Analysis

Häftad,  Engelska, 1999-05-01
350
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The book comprises of seven up-to-date comprehensive surveys from leading scholars in Econometrics.
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Övrig information

Michael McAleer and Les Oxley are the authors of Practical Issues in Cointegration Analysis, published by Wiley.

Innehållsförteckning

1. Cointegration in Practice: Professor Michael J. McAleer (University of Western Australia and Adjunct Professor, Australian National University) Professor Les T. Oxley (University of Waikato). 2. A Primer on Unit Root Testing: Professor Peter C. B. Phillips (Yale University) and Professor Zhijie Xiao (University of Illinois at Urbana-Champaign). 3. Structural Analysis of Cointegrating VARs: Professor M. Hashem Pesaran (University of Cambridge) and Professor Ron P. Smith (Birkbeck College, University of London). 4. Shocking Stories: Dr. Sofia Levtchenkova (Australian National University), Professor Adrian Pagan (Australian National University), and Dr. John Robertson (Federal Reserve Bank of Atlanta). 5. Inference in Cointegrating Models: UK M1 Revisited: Dr. Jurgen A. Doornik, Professor David F. Hendry, and Dr. Bent Nielsen (all Nuffield College, Oxford). 6. An Econometric Analysis of I(2) Variables: Professor Niels Haldrup (Aarhus University). 7. Approximations to the Asymptotic Distributions of Cointegration Tests: Dr. Jurgen A. Doornik (Nuffield College, Oxford). 8. Cointegration Analysis of Seasonal Time Series: Professor Philip-Hans Franses (University of Rotterdam) and Professor Michael McAleer (University of Western Australia and Adjunct Professor, Australian National University).