Author: Anindya BanerjeePublisher:
ISBN:
Category : Income
Languages : en
Pages : 25
Book Description
Tests of the Life Cycle-permanent Income Hypothesis in the Presence of Random Walks
Author: Anindya BanerjeePublisher:
ISBN:
Category : Income
Languages : en
Pages : 25
Book Description
Tests of the Life Cycle-permanent Income Hypothesis in the Presence of Random Walks
Author: Anindya BanerjeePublisher:
ISBN: 9788450571035
Category : Applied mathematics
Languages : en
Pages : 49
Book Description
Test of the Life Cycle-permanent Income Hypothesis in the Presence of Random Walks
Author: Anindya BanerjeeTrends, Random Walks, and Tests of the Permanent Income Hypothesis
Author: N. Gregory MankiwPublisher:
ISBN:
Category : Consumption (Economics)
Languages : en
Pages : 15
Book Description
A Reappraisal of Recent Tests of the Permanent Income Hypothesis
Author: Charles R. NelsonPublisher:
ISBN:
Category : Consumption (Economics).
Languages : en
Pages : 16
Book Description
Weekly Weather and Crop Bulletin
Author: Cointegration Tests in the Presence of Structural Breaks
Author: Julia CamposPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 60
Book Description
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
Author: Anindya BanerjeePublisher: Oxford University Press
ISBN: 0191638919
Category : Business & Economics
Languages : en
Pages : 344
Book Description
This book provides a wide-ranging account of the literature on co-integration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behaviour are common in economics, although techniques appropriate to analysing such data are of recent origin and there are few existing expositions of the literature. This book focuses on the exploration of relationships among integrated data series and the exploitation of these relationships in dynamic econometric modelling. The concepts of co-integration and error-correction models are fundamental components of the modelling strategy. This area of time-series econometrics has grown in importance over the past decade and is of interest to econometric theorists and applied econometricians alike. By explaining the important concepts informally, but also presenting them formally, the book bridges the gap between purely descriptive and purely theoretical accounts of the literature. The asymptotic theory of integrated processes is described and the tools provided by this theory are used to develop the distributions of estimators and test statistics. Practical modelling advice, and the use of techniques for systems estimation, are also emphasized. A knowledge of econometrics, statistics, and matrix algebra at the level of a final-year undergraduate or first-year undergraduate course in econometrics is sufficient for most of the book. Other mathematical tools are described as they occur.
Exact Nonparametric Tests of Orthogonality and the Random Walk Hypothesis in the Presence of a Nuisance Parameter
Author: Bryan CampbellAppraising Economic Theories
Author: Neil De MarchiPublisher: Edward Elgar Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 584
Book Description
This volume of specially commissioned essays focuses on the application of Imre Lakatos' Methodology of Scientific Research Programmes (MRSP) to developments in economics. The contributors examine the impact of MSRP across the entire spectrum of economics ranging from game theory to general equilibrium theory but also examining Sraffian economics, Austrian economics, the New Classical Macroeconomics and a number of special topics. The introduction and afterword by the editors place the papers in the context of the recent fast and furious methodological controversy in economics.