Modelling non-stationary economic time series: A multivariate approach. - Ebook. - Originally published in: 2005
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Basingstoke
Palgrave Macmillan
2005
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| Schlagwörter: | |
| Links: | http://www.palgraveconnect.com/doifinder/10.1057/9780230005785 http://www.palgraveconnect.com/doifinder/10.1057/9780230005785 |
| Beschreibung: | Adobe Ebook Reader PART 1: INTRODUCTION: COINTEGRATION, ECONOMIC EQUILIBRIUM AND THE LONG RUN PART 2: UNIVARIATE AND SINGLE EQUATION METHODS Introduction Non-Stationarity Univariate Statistical Time Series Models and Non-Stationarity Testing for Non-Stationarity in Single Series Conclusion PART 3: RELATIONSHIPS BETWEEN NON-STATIONARITY TIME SERIES Introduction Equilibrium and Equilibrium Correction Cointegration and Equilibrium Regression Amongst Cointegrated Variables Conclusion PART 4: MULTIVARIATE TIME SERIES APPROACH TO COINTEGRATION Introduction The VMA, the VAR and the VECM VAR - Based Tests of Cointegration The Smith-McMillan-Yoo Form Johansen's VAR Representation of Cointegration Johansen's Approach to Testing for Cointegration in Systems Tests of Cointegration in VAR Models Alternative Representations PART 5: EXOGENEITY AND IDENTIFICATION An Introduction to Exogeneity Identification Exogeneity and Identification Empirical Examples Conclusion PART 6: FURTHER TOPICS IN THE ANALYSIS OF NON-STATIONARY TIME SERIES Introduction Inference and Estimation When Series Are Not I(1) Forecasting in Cointegrated Systems Models with Short-Run Dynamics Induced by Expectations Conclusion PART 7: CONCLUSION Approximation Alternative Methods Structural Breaks Last Comments Notes Appendices References Index |
| Umfang: | 1 Online-Ressource (264 p S.) |
| Format: | Document |
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| indexdate | 2024-12-20T14:48:16Z |
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| language | English |
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| spelling | Burke, Simon P. Verfasser aut Modelling non-stationary economic time series A multivariate approach. - Ebook. - Originally published in: 2005 Simon P. Burke, John Hunter Basingstoke Palgrave Macmillan 2005 1 Online-Ressource (264 p S.) txt rdacontent c rdamedia cr rdacarrier Adobe Ebook Reader PART 1: INTRODUCTION: COINTEGRATION, ECONOMIC EQUILIBRIUM AND THE LONG RUN PART 2: UNIVARIATE AND SINGLE EQUATION METHODS Introduction Non-Stationarity Univariate Statistical Time Series Models and Non-Stationarity Testing for Non-Stationarity in Single Series Conclusion PART 3: RELATIONSHIPS BETWEEN NON-STATIONARITY TIME SERIES Introduction Equilibrium and Equilibrium Correction Cointegration and Equilibrium Regression Amongst Cointegrated Variables Conclusion PART 4: MULTIVARIATE TIME SERIES APPROACH TO COINTEGRATION Introduction The VMA, the VAR and the VECM VAR - Based Tests of Cointegration The Smith-McMillan-Yoo Form Johansen's VAR Representation of Cointegration Johansen's Approach to Testing for Cointegration in Systems Tests of Cointegration in VAR Models Alternative Representations PART 5: EXOGENEITY AND IDENTIFICATION An Introduction to Exogeneity Identification Exogeneity and Identification Empirical Examples Conclusion PART 6: FURTHER TOPICS IN THE ANALYSIS OF NON-STATIONARY TIME SERIES Introduction Inference and Estimation When Series Are Not I(1) Forecasting in Cointegrated Systems Models with Short-Run Dynamics Induced by Expectations Conclusion PART 7: CONCLUSION Approximation Alternative Methods Structural Breaks Last Comments Notes Appendices References Index Document Economic statistics bicssc Economics eflch Wirtschaft Economic statistics / bicssc Economics / eflch Hunter, John Sonstige oth http://www.palgraveconnect.com/doifinder/10.1057/9780230005785 Verlag Volltext |
| spellingShingle | Burke, Simon P. Modelling non-stationary economic time series A multivariate approach. - Ebook. - Originally published in: 2005 Economic statistics bicssc Economics eflch Wirtschaft Economic statistics / bicssc Economics / eflch |
| title | Modelling non-stationary economic time series A multivariate approach. - Ebook. - Originally published in: 2005 |
| title_auth | Modelling non-stationary economic time series A multivariate approach. - Ebook. - Originally published in: 2005 |
| title_exact_search | Modelling non-stationary economic time series A multivariate approach. - Ebook. - Originally published in: 2005 |
| title_full | Modelling non-stationary economic time series A multivariate approach. - Ebook. - Originally published in: 2005 Simon P. Burke, John Hunter |
| title_fullStr | Modelling non-stationary economic time series A multivariate approach. - Ebook. - Originally published in: 2005 Simon P. Burke, John Hunter |
| title_full_unstemmed | Modelling non-stationary economic time series A multivariate approach. - Ebook. - Originally published in: 2005 Simon P. Burke, John Hunter |
| title_short | Modelling non-stationary economic time series |
| title_sort | modelling non stationary economic time series a multivariate approach ebook originally published in 2005 |
| title_sub | A multivariate approach. - Ebook. - Originally published in: 2005 |
| topic | Economic statistics bicssc Economics eflch Wirtschaft Economic statistics / bicssc Economics / eflch |
| topic_facet | Economic statistics Economics Wirtschaft Economic statistics / bicssc Economics / eflch |
| url | http://www.palgraveconnect.com/doifinder/10.1057/9780230005785 |
| work_keys_str_mv | AT burkesimonp modellingnonstationaryeconomictimeseriesamultivariateapproachebookoriginallypublishedin2005 AT hunterjohn modellingnonstationaryeconomictimeseriesamultivariateapproachebookoriginallypublishedin2005 |