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Cointegration for the Applied Economist de B. Bhaskara Rao

Cointegration for the Applied Economist

Editat de B. Bhaskara Rao
en Limba Engleză Hardback – 24 aug 2007
The first edition of this book has been described as a landmark book, being the first of its kind in applied econometrics. This second edition is thoroughly revised and updated and explains how to use many recent technical developments in time series econometrics. The main objective of the book is to help many applied economists, with a limited background in econometric estimation theory, to understand and apply widely used time eseries econometric techniques.
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Specificații

ISBN-13: 9781403996145
ISBN-10: 1403996148
Pagini: 260
Ilustrații: XIX, 260 p.
Dimensiuni: 140 x 216 x 20 mm
Greutate: 0.45 kg
Ediția:Revizuită
Editura: Palgrave Macmillan UK
Colecția Palgrave Macmillan
Locul publicării:London, United Kingdom

Cuprins

Introduction; B.B.Rao A Primer on Cointegration with an Application to Money and Income; D.A.Dickey, D.W.Jansen & D.L.Thornton Unit Roots and Cointegration for the Economist; D.Holden & R.Perman The Significance of Unit Roots and the Pitfalls of Mechanical Statistics; R.Smith Unit Roots and Structural Breaks: A Survey of the Literature; J.P.Byrne & R.Perman New Unit Root Tests Designed for the Trend-Break Stationary Alternative: Simulation Evidence and Empirical Applications; A.Sen How to Deal with Structural Breaks in Practical Cointegration Analysis?; R.Joyeux Panel Cointegration Analysis: An Empirical Example; N.R.V.Murthy

Recenzii

'...this book is one of the best efforts to facilitate, encourage and stimulate applied econometric work...' - Reetika Garg, Indian Economic Review, January - June 2009

Notă biografică

JOSEPH P. BYRNE Lecturer, Department of Economics, University of Glasgow, UK DAVID A. DICKEY Statistcis Faculty, North Carolina State University, USA DARRYL HOLDEN Lecturer in Economics, University of Strathclyde, Glasgow, UK DENNIS W. JANSEN Professor of Economics, Texas A&M University, USA ROSELYNE JOYEUX Senior Lecturer in Economics, Macquarie University, Australia N.R. VASUDEVA MURTHY Professor of Economics, College of Business Administration, Creighton University, USA ROGER PERMAN Lecturer in Economics, University of Strathclyde, Glasgow, UK AMIT SEN Assistant Professor, Department of Economics, Xavier University, USA RON SMITH Birkbeck College, University of London, UK DANIEL THORNTON Assistant Vice President and Research Economist, Federal Reserve Bank of St Louis, USA.