Cointegration for the applied economist

ed. by B. Bhaskara Rao

"This second edition is revised and updated and explains how to use many recent technical developments in time series econometrics. The main objective of this book is to help many applied economists, with a limited background in econometric estimation theory, to understand and apply widely used time series econometric techniques."--Jacket

MoreLess

Year of publication:	2007 ; 2. ed.
Other Persons:	Bhaskara Rao, Buddhavarapu (ed.)
Publisher:	Basingstoke, Hampshire [u.a.] : Palgrave Macmillan
Subject:	Wirtschaftswissenschaft \| Economics \| Wissenschaftliche Methode \| Scientific method \| Statistische Methode \| Statistical method \| Ökonometrie \| Econometrics \| Kointegration \| Cointegration \| Einheitswurzeltest \| Unit root test \| Empirische Wirtschaftsforschung
Description of contents:	Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de]
Published items:	7 hits in ECONIS - Online Catalogue of the ZBW

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

Extent:	XIX, 260 S. Ill., graph. Darst. 23 cm
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Sammelwerk ; Collection of articles of several authors
Language:	English
Notes:	Originally published: New York: St. Martin's, 1994 Formerly CIP Enth. 7 Beitr. 1. Introduction / B. Bhaskara Rao 2. A primer on cointegration with an application to money and income / David A. Dickey, Dennis W. Jansen and Daniel L. Thornton 3. Unit roots and cointegration for the economist / Darryl Holden and Roger Perman 4. The significance of unit roots and the pitfalls of mechanical studies / Ron Smith 5. Unit roots and structural breaks : a survey of the literature / Joseph P. Byrne and Roger Perman 6. New unit root tests designed for the trend-break stationary alternative : simulation evidence and empirical applications / Amit Sen 7. How to deal with structural breaks in practical cointegration analysis? / Roselyne Joyeux.
ISBN:	978-1-4039-9614-5 ; 1-4039-9614-8
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10003423680