Cointegration Econometric Analysis

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9780133558920: Cointegration Econometric Analysis

The book introduces co-integration techniques at a very moderate technical level; testing for (co-) integration is explained thoroughly with plenty of examples which emphasise how the tests are actually performed

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The book introduces co-intergration techniques at a very moderate technical level; its aim is a pratical one; testing for (co)integration is explained throughly with plenty of examples which emphasize how the tests are actually performed. Uses a "Toolkit" approach with an emphasis on practice and the actual tests used. Discusses Engel-Granger procedures. Boxes explaining more advanced results, proofs and theorems. Covers the Johansen technique. An overview of structual VAR modelling. Examples from relevant software: PCFiml, CATS (in RATS), PCGive, SPSS, etc. Supllements intermediate and advanced courses in econometrics and/or time series modelling. The subject has entered the core in these areas but is not readily available in textbooks except at a very high level. Prerequisites: Statistics for Economists, Introduction to Econometrics.

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Book Description Pearson Education (US), United States, 1995. Paperback. Book Condition: New. 237 x 175 mm. Language: English . Brand New Book ***** Print on Demand *****. The book introduces co-integration techniques at a very moderate technical level; testing for (co-) integration is explained thoroughly with plenty of examples which emphasise how the tests are actually performed. Bookseller Inventory # AAV9780133558920

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Book Description Pearson Education (US), United States, 1995. Paperback. Book Condition: New. 237 x 175 mm. Language: English Brand New Book ***** Print on Demand *****.The book introduces co-integration techniques at a very moderate technical level; testing for (co-) integration is explained thoroughly with plenty of examples which emphasise how the tests are actually performed. Bookseller Inventory # AAV9780133558920

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