Unit Roots and Cointegration in Endogenous Growth Models PDF Download

Author: Sau-Him Paul Lau
Publisher:
ISBN:
Category : Economic development
Languages : en
Pages : 32

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Author: G. S. Maddala
Publisher: Cambridge University Press
ISBN: 9780521587822
Category : Business & Economics
Languages : en
Pages : 528

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

Author: Badi H. Baltagi
Publisher: Elsevier
ISBN: 0762306882
Category : Business & Economics
Languages : en
Pages : 351

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Book Description
In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of problems and methods that are used within the field of marketing. Marketing focuses on the interaction between the firm and the consumer. Economics encompasses this interaction as well as many others. Economics, along with psychology and sociology, provides a theoretical foundation for marketing.

Author: Peter Reinhard Hansen
Publisher: Oxford University Press, USA
ISBN: 9780198776086
Category : Business & Economics
Languages : en
Pages : 178

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Book Description
Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Soren Johansen's remarkable contribution to the theory of cointegration analysis.

Author: Terence C. Mills
Publisher: Palgrave Handbook of Econometr
ISBN:
Category : Business & Economics
Languages : en
Pages : 1432

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Book Description
Palgrave Handbooks of Econometrics comprises 'landmark' essays by the world's leading scholars and provides authoritative guidance in key areas of econometrics. With definitive contributions on the subject, the Handbook is an essential source for reference for professional econometricians, economists, researchers and students. Following the successful Palgrave Handbook of Econometrics: Volume 1, this second volume brings together leading academics working in econometrics today and explores applied econometrics. Volume 2 contains contributions on subjects including growth/development econometrics, computing, microeconomics, macroeconomics, finance, spatial and urban economics and international economics.

Author: Flavio M. Menezes
Publisher:
ISBN:
Category : Auctions
Languages : en
Pages : 694

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Author: Bernhard Pfaff
Publisher: Springer Science & Business Media
ISBN: 0387759670
Category : Business & Economics
Languages : en
Pages : 193

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Book Description
This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.

Author: Pierre Perron
Publisher:
ISBN: 9783038428121
Category :
Languages : en
Pages :

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Book Description
Unit Roots and Structural Breaks.

Author: Bhaskara B. Rao
Publisher: Springer
ISBN: 1349235296
Category : Business & Economics
Languages : en
Pages : 247

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Book Description
`This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for calculation, this approach is an excellent perception of the needs of senior undergraduates and graduate students.' - Professor W.P. Hogan, The University of Sydney Applied economists, with modest econometric background, are now desperately looking for expository literature on the unit roots and cointegration techniques. This volume of expository essays is written for them. It explains in a simple style various tests for the existence of unit roots and how to estimate cointegration relationships. Original data are given to enable easy replications. Limitations of some existing unit root tests are also discussed.

Author: Alfred Greiner
Publisher: Princeton University Press
ISBN: 1400880157
Category : Business & Economics
Languages : en
Pages : 205

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Book Description
In economics, the emergence of New Growth Theory in recent decades has directed attention to an old and important problem: what are the forces of economic growth and how can public policy enhance them? This book examines major forces of growth--including spillover effects and externalities, education and formation of human capital, knowledge creation through deliberate research efforts, and public infrastructure investment. Unique in emphasizing the importance of different forces for particular stages of development, it offers wide-ranging policy implications in the process. The authors critically examine recently developed endogenous growth models, study the dynamic implications of modified models, and test the models empirically with modern time series methods that avoid the perils of heterogeneity in cross-country studies. Their empirical analyses, undertaken with newly constructed time series data for the United States and some core countries of the Euro zone, show that models containing scale effects, such as the R&D model and the human capital model, are compatible with time series evidence only after considerable modifications and nonlinearities are introduced. They also explore the relationship between growth and inequality, with particular focus on technological change and income disparity. The Forces of Economic Growth represents a comprehensive and up-to-date empirical time series perspective on the New Growth Theory.