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Carte Cointegration Bhaskara B. Rao

Cointegration

for the Applied Economist

Autor: Bhaskara B. Rao
Limbă: engleză
Legare: Carte broșată
Editura: PALGRAVE MACMILLAN
Disponibilitate: În depozitul extern în cantități mici
Expediem în 13-18 zile
298.01 lei
`This most commendable volume brings together a set of papers which permits ready access to the mean...

Informații despre carte

Autor
Bhaskara B. Rao
Limbă
engleză
Legare
Carte - Carte broșată
Publicat
1994
Pagini
231
EAN
9780333616253
ISBN
0333616251
Enbook ID
03612443
Editura
PALGRAVE MACMILLAN
Greutate
325
Dimensiuni
140 x 216 x 14

Descriere completă

`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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