This book is written by Yang Jisheng, his main creative theories includes1For panel unit root test, he discovers and revises the bias in test statistics of nonlinear instrumental variable, and he builds test statistics of general nonlinear instrumental variables, and exemplifies this theory and empirical distribution for this statistics. (2) For panel cointegration, he gives critical values under different settling forms based on test statistics of PVECM, and builds test statistics for cointegration based on the likelihood ratio of PVECM.
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paperback. Condition: New. Language:Chinese.Pages Number: 240 Publisher: China Social Sciences Pub. Date :2010-12-01 version 1. Contents: Chapter 1 Introduction Chapter II comprehensive list of existing unit root and cointegration out comprehensive literature review and analysis of existing Section a comprehensive overview of the column unit root test and analysis of a cross-section is not based on assumptions related to integrated column-based unit root test two assumptions related to integrated cross-section line II . Seller Inventory # LK9408
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