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eBook Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics) ePub

eBook Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics) ePub

by R. F. Engle,C. W. J. Granger

  • ISBN: 0198283393
  • Category: Humanities
  • Subcategory: Other
  • Author: R. F. Engle,C. W. J. Granger
  • Language: English
  • Publisher: Oxford University Press; 1 edition (November 12, 1992)
  • Pages: 312
  • ePub book: 1586 kb
  • Fb2 book: 1576 kb
  • Other: azw lit lrf txt
  • Rating: 4.2
  • Votes: 460

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Robert F. Engle, Clive William John Granger Bibliografické údaje.

Robert F. Engle, Clive William John Granger. Oxford University Press, 1991 - Počet stran: 301. 0 Recenze. Bibliografické údaje. Long-run Economic Relationships: Readings in Cointegration Advanced texts in econometrics, ISSN 1754-5765 Recent advances in econometrics.

Download full-text PDF. Resenha do Livro: "Long-Run Economic Relationships . Clive William John Granger. Resenha do Livro: "Long-Run Economic Relationships: Readings in Cointegration" de Robert F. Engle e Clive W. J. Granger. Application of some advances in econometrics (in the theory of cointegrated vector autoregressive models) enables us to deal effectively with two problems in s, present-valu e models: nonstationarity of time series and incomplete data on infor mation of market participants.

Title: Long-Run Economic Relations: Readings in Cointegration Item Condition: New. Author: Engle, R. F. ISBN 10: 0198283393. Will be clean, not soiled or stained. Advanced Texts in Econometrics: Long-Run Economic Relationships : Readings in Cointegration (1992, UK-Paperback). Напишите отзыв первым Об этом товаре. 5 580,76 RUB. + доставка: 309,28 RUB. Добавить в корзину.

oceedings{Engle1991LongrunER, title {Long-run economic relationships : readings in. .

oceedings{Engle1991LongrunER, title {Long-run economic relationships : readings in cointegration}, author {Robert F. Engle and Clive W. Granger}, year {1991} . It can then be used to discuss some types of equilibrium and to introduce them into time-series models in a fairly uncontroversial way. The idea was introduced in the early 1980s and has generated much interest since then amongst econometricians and macroeconomists.

Long-Run Economic Relationships. Readings in Cointegration. Advanced Texts in Econometrics. Long-Run Economic Relationships. This book could serve equally well as an introduction to cointegration for graduate students and for econometric practitioners and other professional economists interested in keeping up with developments in this exciting area. Modelling Nonlinear Economic Time Series.

Long Run Economic Relationships book. Goodreads helps you keep track of books you want to read. Start by marking Long Run Economic Relationships: Readings In Cointegration as Want to Read: Want to Read saving. Start by marking Long Run Economic Relationships: Readings In Cointegration as Want to Read: Want to Read savin. ant to Read.

in OUP Catalogue from Oxford University Press.

Advanced texts in econometrics. Bibliography, etc. Note: Includes bibliographical references and indexes. Granger, C. W. (Clive William John), 1934-2009. Uncontrolled Related/Analytical Title

Advanced texts in econometrics. Personal Name: Engle, R. (Robert . Personal Name: Granger, C. Uncontrolled Related/Analytical Title: Cointegration. Rubrics: Econometrics Time-series analysis Econometric models Cointegration. Download PDF book format. Download DOC book format.

In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics). by Oxford University Press. ISBN: 9780198283393, 0198283393.

Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics). An excellent text for a graduate level course in Time Series. The authors have succinctly presented the recent developments in co-integration analysis in this text

Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics). The authors have succinctly presented the recent developments in co-integration analysis in this text. -Madhu Mohanty, Asst. Professor of Economics and Statistics, California State University, Los Angeles.

In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run components of a pair or of a group or series), can be used to discuss some types of equilibrium and to introduce those equilibria into time-series models in a fairly uncontroversial way. The authors discuss the basic ideas in their introduction and the final chapters review the most recent developments in the field in a non-technical manner.About the SeriesAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.