Items related to Using Cointegration Analysis in Econometric Modelling
Synopsis
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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From the Back Cover
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.
"About this title" may belong to another edition of this title.
- PublisherPrentice Hall
- Publication date1995
- ISBN 10 0133558924
- ISBN 13 9780133558920
- BindingTextbook Binding
- LanguageEnglish
- Edition number1
- Number of pages192
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Cointegration Econometric Analysis
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Using Cointegration analysis in Econometric modelling
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Co-integration in Econometric Analysis
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Textbook Binding. Condition: Very Good. Co-integration in Econometric Analysis This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Seller Inventory # 7719-9780133558920
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Co-integration in Econometric Analysis
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Textbook Binding. Condition: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Seller Inventory # 6545-9780133558920
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Using Cointegration Analysis in Econometric Modelling
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Condition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Seller Inventory # Z1-C-080-03273
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USING COINTEGRATION ANAL.ECON
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