Seasonal Cointegration in Macroeconomic Systems PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Seasonal Cointegration in Macroeconomic Systems PDF full book. Access full book title Seasonal Cointegration in Macroeconomic Systems by Robert M. Kunst. Download full books in PDF and EPUB format.

Seasonal Cointegration in Macroeconomic Systems

Seasonal Cointegration in Macroeconomic Systems PDF Author: Robert M. Kunst
Publisher:
ISBN:
Category : Europe
Languages : en
Pages : 78

Book Description

Seasonal Cointegration in Macroeconomic Systems

Seasonal Cointegration in Macroeconomic Systems PDF Author: Robert M. Kunst
Publisher:
ISBN:
Category : Europe
Languages : en
Pages : 78

Book Description

Cointegration in Macroeconomic Systems

Cointegration in Macroeconomic Systems PDF Author: Robert M. Kunst
Publisher:
ISBN:
Category : Seasonal variations (Economics)
Languages : en
Pages : 60

Book Description

Handbook of Economic Forecasting

Handbook of Economic Forecasting PDF Author: G. Elliott
Publisher: Elsevier
ISBN: 0444513957
Category : Business & Economics
Languages : en
Pages : 1071

Book Description
Section headings in this handbook include: 'Forecasting Methodology; 'Forecasting Models'; 'Forecasting with Different Data Structures'; and 'Applications of Forecasting Methods.'.

The Econometric Analysis of Seasonal Time Series

The Econometric Analysis of Seasonal Time Series PDF Author: Eric Ghysels
Publisher: Cambridge University Press
ISBN: 9780521565882
Category : Business & Economics
Languages : en
Pages : 258

Book Description
Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.

New Developments in Time Series Econometrics

New Developments in Time Series Econometrics PDF Author: Jean-Marie Dufour
Publisher: Springer Science & Business Media
ISBN: 3642487424
Category : Business & Economics
Languages : en
Pages : 248

Book Description
This book contains eleven articles which provide empirical applications as well as theoretical extensions of some of the most exciting recent developments in time-series econometrics. The papers are grouped around three broad themes: (I) the modeling of multivariate times series; (II) the analysis of structural change; (III) seasonality and fractional integration. Since these themes are closely inter-related, several other topics covered are also worth stressing: vector autoregressive (VAR) models, cointegration and error-correction models, nonparametric methods in time series, and fractionally integrated models. Researchers and students interested in macroeconomic and empirical finance will find in this collection a remarkably representative sample of recent work in this area.

Time Series Models for Business and Economic Forecasting

Time Series Models for Business and Economic Forecasting PDF Author: Philip Hans Franses
Publisher: Cambridge University Press
ISBN: 1139952129
Category : Business & Economics
Languages : en
Pages : 421

Book Description
With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.

Unit Roots, Cointegration, and Structural Change

Unit Roots, Cointegration, and Structural Change PDF Author: G. S. Maddala
Publisher: Cambridge University Press
ISBN: 9780521587822
Category : Business & Economics
Languages : en
Pages : 528

Book Description
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.

Time Series Models for Business and Economic Forecasting

Time Series Models for Business and Economic Forecasting PDF Author:
Publisher: Cambridge University Press
ISBN: 0521817706
Category :
Languages : en
Pages : 313

Book Description

Handbook of Applied Economic Statistics

Handbook of Applied Economic Statistics PDF Author: Aman Ullah
Publisher: CRC Press
ISBN: 9780824701291
Category : Mathematics
Languages : en
Pages : 650

Book Description
This work examines theoretical issues, as well as practical developments in statistical inference related to econometric models and analysis. This work offers discussions on such areas as the function of statistics in aggregation, income inequality, poverty, health, spatial econometrics, panel and survey data, bootstrapping and time series.

Cointegration in a Macro-economic System

Cointegration in a Macro-economic System PDF Author: Robert M. Kunst
Publisher:
ISBN:
Category : Time-series analysis
Languages : en
Pages : 58

Book Description

➤