Cointegration for the Applied Economist

B. Bhaskara Rao (Herausgeber)

Buch | Hardcover

256 Seiten

1994
Palgrave Macmillan (Verlag)
978-0-333-59569-5 (ISBN)

Infos

Designed for applied economists with a modest econometric background, this volume of expository essays explains in a simple style various tests for the existence of unit roots and how to estimate co-integration relationships. Original data is given to enable easy replications.

Inhalt

A primer on cointegration with an application to money and income, David A. Dickey et al; unit roots and cointegration - an introduction, Darryl Holden and Roger Perman; trend, unit root and structural change in macroeconomic time series, Pierre Perron; wage growth and the inflation process - an empirical approach, Yash P. Mehra; diagnostic testing - an application to the demand for M1, Glenn Otto.

Produkt-Details

• Zusatzinfo: bibliography, index
• Verlagsort: Basingstoke
• Sprache: englisch
• Maße: 141 x 222 mm
• Gewicht: 453 g
• Themenwelt: Wirtschaft ► Allgemeines / Lexika
• Themenwelt: Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
• ISBN-10: 0-333-59569-6 / 0333595696
• ISBN-13: 978-0-333-59569-5 / 9780333595695
• Zustand: Neuware