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Kniha Cointegration Bhaskara B. Rao

Cointegration

for the Applied Economist

Autor: Bhaskara B. Rao
Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: PALGRAVE MACMILLAN
Dostupnost: Skladem u dodavatele v malém množství
Odesíláme za 11-15 dnů
1 310 Kč
`This most commendable volume brings together a set of papers which permits ready access to the mean...

Informace o knize

Autor
Bhaskara B. Rao
Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
1994
Stránek
231
EAN
9780333616253
ISBN
0333616251
Enbook ID
03612443
Vydavatel
PALGRAVE MACMILLAN
Hmotnost
325
Rozměry
140 x 216 x 14

Kompletní popis

`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.

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