The Power of Cointegration Tests
| Author | : Jeroen J. M. Kremers |
| Publisher | : |
| Total Pages | : 44 |
| Release | : 1992 |
| Genre | : Econometrics |
| ISBN | : |
The Power Of Cointegration Tests
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Introduction to Econometrics
| Author | : James H. Stock |
| Publisher | : Prentice Hall |
| Total Pages | : 0 |
| Release | : 2015 |
| Genre | : Econometrics |
| ISBN | : 9780133486872 |
For courses in Introductory Econometrics Engaging applications bring the theory and practice of modern econometrics to life. Ensure students grasp the relevance of econometrics with Introduction to Econometrics-the text that connects modern theory and practice with motivating, engaging applications. The Third Edition Update maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. This program provides a better teaching and learning experience-for you and your students. Here's how: Personalized learning with MyEconLab-recommendations to help students better prepare for class, quizzes, and exams-and ultimately achieve improved comprehension in the course. Keeping it current with new and updated discussions on topics of particular interest to today's students. Presenting consistency through theory that matches application. Offering a full array of pedagogical features. Note: You are purchasing a standalone product; MyEconLab does not come packaged with this content. If you would like to purchase both the physical text and MyEconLab search for ISBN-10: 0133595420 ISBN-13: 9780133595420. That package includes ISBN-10: 0133486877 /ISBN-13: 9780133486872 and ISBN-10: 0133487679/ ISBN-13: 9780133487671. MyEconLab is not a self-paced technology and should only be purchased when required by an instructor.
Unit Roots, Cointegration, and Structural Change
| Author | : G. S. Maddala |
| Publisher | : Cambridge University Press |
| Total Pages | : 528 |
| Release | : 1998 |
| Genre | : Business & Economics |
| ISBN | : 9780521587822 |
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Nonstationary Panels, Panel Cointegration, and Dynamic Panels
| Author | : Badi H. Baltagi |
| Publisher | : Elsevier |
| Total Pages | : 351 |
| Release | : 2000 |
| Genre | : Business & Economics |
| ISBN | : 0762306882 |
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.
East Asian Economic Issues
| Author | : Jon D. Kendall |
| Publisher | : World Scientific |
| Total Pages | : 298 |
| Release | : 1998 |
| Genre | : Business & Economics |
| ISBN | : 9789810237561 |
This book is a compilation of joint papers written by the staff and students of the Nanyang Business School in Singapore. It encompasses a broad range of interesting microeconomic and macroeconomic topics. The four sections of the book cover Singaporean microeconomic and macroeconomic issues, interdependence among Asia-Pacific economies, and other Asia-Pacific economic issues. The book embodies the highest level of technical rigor and commitment to excellence. The general public should find this book a handy, useful and informative tool for understanding the economics of East Asia. In particular, analysts and researchers in banks, securities houses, multinational corporations, government ministries and agencies, and universities will find the book indispensable for enhancing their understanding of the region's economies.
Cointegration, Causality, and Forecasting
| Author | : Halbert White |
| Publisher | : Oxford University Press, USA |
| Total Pages | : 512 |
| Release | : 1999 |
| Genre | : Business & Economics |
| ISBN | : 9780198296836 |
A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or studied with both) Clive Granger. Central themes of Granger's work are reflected in the book with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecast evaluation, non-linear and non-parametric econometric techniques, and overall, a careful blend of practical empirical work and strong theory. The book shows the scope of Granger's research and the range of the profession that has been influenced by his work.
An Introduction to Bartlett Correction and Bias Reduction
| Author | : Gauss M. Cordeiro |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 113 |
| Release | : 2014-05-08 |
| Genre | : Mathematics |
| ISBN | : 3642552552 |
This book presents a concise introduction to Bartlett and Bartlett-type corrections of statistical tests and bias correction of point estimators. The underlying idea behind both groups of corrections is to obtain higher accuracy in small samples. While the main focus is on corrections that can be analytically derived, the authors also present alternative strategies for improving estimators and tests based on bootstrap, a data resampling technique and discuss concrete applications to several important statistical models.
Likelihood-based Inference in Cointegrated Vector Autoregressive Models
| Author | : Søren Johansen |
| Publisher | : Oxford University Press, USA |
| Total Pages | : 280 |
| Release | : 1995 |
| Genre | : Business & Economics |
| ISBN | : 0198774508 |
This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegration and common trends in the framework of the Gaussian vector autoregressive model.
Workbook on Cointegration
| Author | : Peter Reinhard Hansen |
| Publisher | : Oxford University Press, USA |
| Total Pages | : 178 |
| Release | : 1998 |
| Genre | : Business & Economics |
| ISBN | : 9780198776086 |
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.
Cointegration
| Author | : Bhaskara B. Rao |
| Publisher | : Springer |
| Total Pages | : 247 |
| Release | : 2016-07-27 |
| Genre | : Business & Economics |
| ISBN | : 1349235296 |
`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.
