Inhaltsangabe
Major developments in the analysis of non-stationary time series and cointegration are described in this study. 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 find roots in macroeconomic series, test the Fisher Hypothesis, test money demand functions, and test for inflation bubbles.
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Major developments in the analysis of non-stationary time series and cointegration are described in this study. 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 find roots in macroeconomic series, test the Fisher Hypothesis, test money demand functions, and test for inflation bubbles.
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Nonstationary Time Series - Analysis and Cointegration. (Advanced Texts in Econometrics).
Verlag:
Oxford University Press London, 1994
ISBN 10: 0198773919
ISBN 13: 9780198773917
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Hardcover
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Cloth. Zustand: Gut. 308 S. guter Zustand/ Ex-Library. As library copy in very good condition. With numerous figures. ha1055921 Sprache: Englisch Gewicht in Gramm: 680. Artikel-Nr. 284079
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