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Workbook on Cointegration

1998 Business & Economics
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Release : 1998
Genre : Business & Economics
Kind : eBook
Book Rating : 086/5 ( reviews)

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Book Synopsis Workbook on Cointegration by : Peter Reinhard Hansen

Download or read book Workbook on Cointegration written by Peter Reinhard Hansen. This book was released on 1998. Available in PDF, EPUB and Kindle. Book excerpt: Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Soren Johansen's remarkable contribution to the theory of cointegration analysis.

Likelihood-based Inference in Cointegrated Vector Autoregressive Models

1995 Business & Economics
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Release : 1995
Genre : Business & Economics
Kind : eBook
Book Rating : 508/5 ( reviews)

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Book Synopsis Likelihood-based Inference in Cointegrated Vector Autoregressive Models by : Søren Johansen

Download or read book Likelihood-based Inference in Cointegrated Vector Autoregressive Models written by Søren Johansen. This book was released on 1995. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegration and common trends in the framework of the Gaussian vector autoregressive model.

Workbook on Cointegration

1998
Download Workbook on Cointegration PDF Online Free

Author :
Release : 1998
Genre :
Kind : eBook
Book Rating : /5 ( reviews)

GET EBOOK


Book Synopsis Workbook on Cointegration by : Peter Hansen

Download or read book Workbook on Cointegration written by Peter Hansen. This book was released on 1998. Available in PDF, EPUB and Kindle. Book excerpt:

Cointegration

2016-07-27 Business & Economics
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Release : 2016-07-27
Genre : Business & Economics
Kind : eBook
Book Rating : 296/5 ( reviews)

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Book Synopsis Cointegration by : Bhaskara B. Rao

Download or read book Cointegration written by Bhaskara B. Rao. This book was released on 2016-07-27. Available in PDF, EPUB and Kindle. Book excerpt: `This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for calculation, this approach is an excellent perception of the needs of senior undergraduates and graduate students.' - Professor W.P. Hogan, The University of Sydney Applied economists, with modest econometric background, are now desperately looking for expository literature on the unit roots and cointegration techniques. This volume of expository essays is written for them. It explains in a simple style various tests for the existence of unit roots and how to estimate cointegration relationships. Original data are given to enable easy replications. Limitations of some existing unit root tests are also discussed.

Using Cointegration Analysis in Econometric Modelling

1995 Business & Economics
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Release : 1995
Genre : Business & Economics
Kind : eBook
Book Rating : 920/5 ( reviews)

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Book Synopsis Using Cointegration Analysis in Econometric Modelling by : Richard I. D. Harris

Download or read book Using Cointegration Analysis in Econometric Modelling written by Richard I. D. Harris. This book was released on 1995. Available in PDF, EPUB and Kindle. Book excerpt: Cointegration has become an essential tool for applied economists wanting to estimate time series models. Without some form of testing for cointegration, non-stationary variables can lead to spurious regressions; this book introduces the student and practitioner to (co)integration testing and techniques at a very moderate technical level. The book's aim is a practical one: testing for (co)integration is explained thoroughly and with plenty of examples and there is an emphasis throughout on explaining how these tests are actually performed. Key Features: 'toolkit' approach with an emphasis on practice and the actual tests used, covers the Engle-Granger procedure, covers the Johansen technique, overview of structural VAR modelling, advanced and difficult concepts presented in technical boxes, thus preserving the flow of exposition, and boxed examples throughout. Though the material is presented non-technically, the reader will find that the book covers in detail those techniques that are now becoming standard in the literature. Readers are also taken through examples using relevant software such as PcFiml and Cats (in Rats).

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