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Książka Co-trending: A Statistical System Analysis of Economic Trends Michio Hatanaka

Co-trending: A Statistical System Analysis of Economic Trends

Autor: Michio Hatanaka, Hiroshi Yamada
Język: Angielski
Oprawa: Twarda
Wydawca: Springer Verlag, Japan
Dostępność: 50 % szansa
Przeszukamy cały świat
381.38 zł
In macro-econometrics more attention needs to be paid to the relationships among deterministic trend...

Informacje o książce

Autor
Michio Hatanaka, Hiroshi Yamada
Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2003
strony
115
EAN
9784431401582
ISBN
443140158X
Enbook ID
12836922
Wydawca
Springer Verlag, Japan
Waga
380
Wymiary
162 x 243 x 12

Pełny opis

In macro-econometrics more attention needs to be paid to the relationships among deterministic trends of different variables, or co-trending, especially when economic growth is of concern. The number of relationships, i.e., the co-trending rank, plays an important role in evaluating the veracity of propositions, particularly relating to the Japanese economic growth in view of the structural changes involved within it. This book demonstrates how to determine the co-trending rank from a given set of time series data for different variables. At the same time, the method determines how many of the co-trending relations also represent cointegrations. This enables us to perform statistical inference on the parameters of relations among the deterministic trends. Co-trending is an important contribution to the fields of econometric methods, macroeconomics, and time series analyses.

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