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Książka Cointegration Bhaskara B. Rao

Cointegration

for the Applied Economist

Autor: Bhaskara B. Rao
Język: Angielski
Oprawa: Miękka
Wydawca: PALGRAVE MACMILLAN
Dostępność: Dostępna u dostawcy w małych ilościach
Wysyłamy za 13-18 dni
240.27 zł
`This most commendable volume brings together a set of papers which permits ready access to the mean...

Informacje o książce

Autor
Bhaskara B. Rao
Język
Angielski
Oprawa
Książka - Miękka
Data wydania
1994
strony
231
EAN
9780333616253
ISBN
0333616251
Enbook ID
03612443
Wydawca
PALGRAVE MACMILLAN
Waga
325
Wymiary
140 x 216 x 14

Pełny opis

`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.

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