Time-Series-Based Econometrics: Unit Roots and Co-Integrations (Advanced Texts in Econometrics) (Gebundene Ausgabe)
7 Angebote vergleichen

Lieferung aus: Vereinigte Staaten von Amerika, Versandkostenfrei nach: USA.
Von Händler/Antiquariat, Better World Books.
Oxford Univ Pr (Txt). Used - Good. Former Library book. Shows some signs of wear, and may have some markings on the inside. 100% Money Back Guarantee. Shipped to over one million happy customers. Your purchase benefits world literacy!

Lieferung aus: Vereinigte Staaten von Amerika, Versandkostenfrei.
Von Händler/Antiquariat, Better World Books [51315977], Mishawaka, IN, U.S.A.
Former Library book. Shows some signs of wear, and may have some markings on the inside.

Lieferung aus: Schweiz, zzgl. Versandkosten, Sofort per Download lieferbar.
Unit Roots and Co-integrations, In the last decade, time-series econometrics has made extraordinary developments on unit roots and cointegration. However, this progress has taken divergent directions, and has been subjected to criticism from outside the field. In this book, Professor Hatanaka surveys the field, examines those portions that are useful for macroeconomics, and responds to the criticism. His survey of the literature covers not only econometric methods, but also the application ofthese methods to macroeconomic studies. The most vigorous criticism has been that unit roots to do not exist in macroeconomic variables, and thus that cointegration analysis is irrelevant to macroeconomics. The judgement of this book is that unit roots are present in macroeconomic variables when we consider periods of 20 to 40 years, but that the critics may be right when periods of 100 years are considered. Fortunately, most of the time series data used for macroeconomic studies cover fall within the shorter time span. Among the numerous methods for unit roots and cointegration, those useful from macroeconomic studies are examined and explained in detail, without overburdening the reader with unnecessary mathematics. Other, less applicable methods are dicussed briefly, and their weaknesses are exposed. Hatanaka has rigourously based his judgements about usefulness on whether the inference is appropriate for the length of the data sets available, and also on whether a proper inference can be made on the sortof propositions that macroeconomists wish to test. This book highlights the relations between cointegration and economic theories, and presents cointegrated regression as a revolution in econometric methods. Its analysis is of relevance to academic and professional or applied econometricians. Step-by-step explanations of concepts and techniques make the book a self-contained text for graduate students.

Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days.
Von Händler/Antiquariat, betterworldbooks_.
Although there has been rapid development in the field of unit roots and cointegration, this progress has taken divergent directions, and has been subjected to criticism. This monograph clearly relates cointegration to economic theories and describes cointegrated regression as a revolution in econometric methods for macroeconomics. It provides a guide for the selection of appropriate inference methods to study macroeconomic relations. The discussion of unit roots and cointegration starts from first principles, builds up explanations of concepts and techniques step-by-step, and ultimately shows how the techniques have been applied to economic studies. Hardcover, Label: Oxford Univ Pr (Txt), Oxford Univ Pr (Txt), Produktgruppe: Book, Publiziert: 1996-01, Studio: Oxford Univ Pr (Txt), Verkaufsrang: 15873696.

Lieferung aus: Deutschland, zzgl. Versandkosten.
Unit Roots and Co-integrations, Unit Roots and Co-integrations.

Von Händler/Antiquariat, Castle Rock [54302400], Pittsford, NY, U.S.A.
Book Condition: Good.

Von Händler/Antiquariat, Versand-Antiquariat Konrad von Agris [57319799], Aachen, Germany.
Ausgetragenes Bibliotheksexemplar, ohne Schutzumschlag ISBN: 0198773528 Sprache: Englisch Gewicht in Gramm: 638.