Sold Out
Book Categories |
Major developments in the analysis of non-stationary time series and cointegration are described in this study. Papers include David Hendry's work on forecasting, Peter Phillip's work on Bayesian models, Svend Hylleberg's work on seasonality, and Adrian Pagan's work on real business cycle models. Other topics covered include an overview of the different estimators of cointegrating relationships, and a new test of cointegration. Applications find roots in macroeconomic series, test the Fisher Hypothesis, test money demand functions, and test for inflation bubbles.
Login|Complaints|Blog|Games|Digital Media|Souls|Obituary|Contact Us|FAQ
CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!! X
You must be logged in to add to WishlistX
This item is in your Wish ListX
This item is in your CollectionNonstationary time series analysis and cointegration
X
This Item is in Your InventoryNonstationary time series analysis and cointegration
X
You must be logged in to review the productsX
X
X
Add Nonstationary time series analysis and cointegration, , Nonstationary time series analysis and cointegration to the inventory that you are selling on WonderClubX
X
Add Nonstationary time series analysis and cointegration, , Nonstationary time series analysis and cointegration to your collection on WonderClub |