Author: Inpyo LeePublisher:
ISBN:
Category : Macroeconomics
Languages : en
Pages : 153
Book Description
Three Essays on Unit Roots, Cointegration, and Structural Changes
Author: Inpyo LeePublisher:
ISBN:
Category : Macroeconomics
Languages : en
Pages : 153
Book Description
Three Essays on Unit Root Tests and Cointegration
Author: Hui LiuPublisher:
ISBN:
Category : Cointegration
Languages : en
Pages : 204
Book Description
Unit Roots, Cointegration, and Structural Change
Author: G. S. MaddalaPublisher: 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.
Three Essays on Expectations, Unit Roots, and Cointegration in Developed and Newly Industrializing Countries
Author: Joseph D. AlbaPublisher:
ISBN:
Category : Developing countries
Languages : en
Pages : 168
Book Description
Three Essays in Application of Cointegration Analysis with Exogenous Variables and Structural Breaks
Author: Poomthan RangkakulnuwatPublisher:
ISBN:
Category : Cointegration
Languages : en
Pages : 284
Book Description
Three Essays on Analysis of Economic Time Series
Author: Hui-Kuang YuAlmost All about Unit Roots
Author: In ChoiPublisher: Cambridge University Press
ISBN: 1316300587
Category : Business & Economics
Languages : en
Pages : 301
Book Description
Many economic theories depend on the presence or absence of a unit root for their validity, and econometric and statistical theory undergo considerable changes when unit roots are present. Thus, knowledge on unit roots has become so important, necessitating an extensive, compact, and nontechnical book on this subject. This book is rested on this motivation and introduces the literature on unit roots in a comprehensive manner to both empirical and theoretical researchers in economics and other areas. By providing a clear, complete, and critical discussion of unit root literature, In Choi covers a wide range of topics, including uniform confidence interval construction, unit root tests allowing structural breaks, mildly explosive processes, exuberance testing, fractionally integrated processes, seasonal unit roots and panel unit root testing. Extensive, up to date, and readily accessible, this book is a comprehensive reference source on unit roots for both students and applied workers.
Three Essays on the Macroeconomic Effects of International Capital Flows
Author: Shibeshi Ghebre KahsayPublisher:
ISBN:
Category : Capital movements
Languages : en
Pages : 298
Book Description
Essays on Structural Change, Long Memory and Cointegration
Author: Zhongjun QuPublisher:
ISBN:
Category : Cointegration
Languages : en
Pages : 550
Book Description
Three Essays on Electricity Spot and Financial Derivative Prices at the Nordic Power Exchange
Author: Daniel DengPublisher:
ISBN:
Category : Electric power distribution
Languages : en
Pages : 170
Book Description