Topics in Dynamic Model Analysis: Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems - Couverture souple

Livre 7 sur 126: Lecture Notes in Economics and Mathematical Systems

Faliva, Mario; Zoia, Maria Grazia

 
9783540261964: Topics in Dynamic Model Analysis: Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems
Couverture souple
ISBN 10 : 3540261966 ISBN 13 : 9783540261964
Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2008

Synopsis

This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the unit-root gap between structural and time series approaches and focusing on representation theorems of (co)integrated processes. This book starts by providing a self-contained - rigorous as well as innovative - analytical setting to guide the formulation and solution in closed form of vector autoregressive models with unit roots. The monograph then moves on to place emphasis on the so-called representation theorems of unit-root econometrics, conjugating an elegant reappraisal of classical results with original enlightening insights which widen and enrich the information content and meaning of the said theorems, therefore providing new stimuli in this fascinating field of research.

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Éditeur
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Date d'édition
2008
Langue
anglais
ISBN 10 
3540261966
ISBN 13 
9783540261964
Reliure
Broché
Nombre de pages
154
Coordonnées du fabricant
non disponible
Personne responsable
non disponible