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Könyv Cointegration Bhaskara B. Rao

Cointegration

for the Applied Economist

Szerző: Bhaskara B. Rao
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: PALGRAVE MACMILLAN
Elérhetőség: Beszállítói készleten alacsony példányszámban
Küldés 13-18 napon belül
20 641 Ft
`This most commendable volume brings together a set of papers which permits ready access to the mean...

Információk a könyvről

Szerző
Bhaskara B. Rao
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
1994
oldal
231
EAN
9780333616253
ISBN
0333616251
Enbook ID
03612443
Kiadó
PALGRAVE MACMILLAN
Súly
325
Méretek
140 x 216 x 14

Teljes leírás

`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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