Topics in Dynamic Model Analysis [electronic resource] :Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems / by Mario Faliva, Maria Grazia Zoia.
by Faliva, Mario [author.]; Zoia, Maria Grazia [author.]; SpringerLink (Online service).
Material type:
BookSeries: Lecture Notes in Economics and Mathematical Systems: 558Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.Description: X, 144 p. online resource.ISBN: 9783540292395.Subject(s): Economics | Mathematics | Mathematical statistics | Economics -- Statistics | Econometrics | Economics/Management Science | Econometrics | Statistical Theory and Methods | Statistics for Business/Economics/Mathematical Finance/Insurance | Economic Theory | Game Theory, Economics, Social and Behav. SciencesDDC classification: 330.015195 Online resources: Click here to access online | Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| MAIN LIBRARY | HB139-141 (Browse shelf) | Available |
Browsing MAIN LIBRARY Shelves Close shelf browser
| QC176-176.9 IWNMS 2004 | GE1-350 Palladium Emissions in the Environment | QA299.6-433 Methods in Nonlinear Analysis | HB139-141 Topics in Dynamic Model Analysis | TK7800-8360 Low Power VCO Design in CMOS | TA405-409.3 Nonlinear Continua | Coherent Dynamics of Complex Quantum Systems |
The Algebraic Framework of Unit-Root Econometrics -- The Statistical Setting -- Econometric Dynamic Models: from Classical Econometrics to Time Series Econometrics.
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 as 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.
There are no comments for this item.