Inference in Cointegrated VAR Models

Language: English

Published by LAP LAMBERT Academic Publishing Mai 2010, 2010

3838314697 / 9783838314693

  • Softcover
  • New
See all details

Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000

5-star seller

AbeBooks seller since January 23, 2017

Softcover

Condition: New

US$ 78.15

US$ 66.95 shipping 
Ships from Germany to U.S.A.

Quantity: 1 available

Add to basket
Free 30-day returns

Item description from seller

This item is printed on demand - Print on Demand Titel. Neuware -Obtaining reliable inference procedures is one of the main challenges of econometric research. Test statistics are usually based on applications of the central limit theorem. However, in order to work well the first order asymptotic approximation requires that the asymptotic distribution is an accurate approximation to the finite sample distribution. When dealing with time series models, this is not generally the case. In this book we investigate the small sample performance of various bootstrap based inference procedures when applied to vector autoregressive models. Special attention is given to Johansen's maximum likelihood method for conducting inference on cointegrated VAR models. Throughout the book, empirical applications are provided to illustrate the bootstrap method and its applications. The analysis should provide some guidance to practitioners in doubt about which inference procedure to use when dealing with cointegrated VAR models.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 172 pp. Englisch.…

Seller Inventory # 9783838314693

Title
Inference in Cointegrated VAR Models
Author
Alessandra Canepa
Publisher
LAP LAMBERT Academic Publishing Mai 2010
Publication year
2010
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3838314697
ISBN 13
9783838314693
Item weight
274 grams
Dimensions
220x150x11 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

5-star seller

AbeBooks seller since January 23, 2017

Shipping rates from Germany to U.S.A.

Item60 to 60 business days60 to 60 business days
First itemUS$ 66.95US$ 83.69
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.

Payment methods

  • Visa
  • Mastercard
  • American Express
  • Apple Pay
  • Google Pay
  • Check
  • Paypal

Store description

Impressum Thorsten Retsch Buchversand Mimpf2000 Oberölschnitz 16 95517 Emtmannsberg Deutschland Telefon: 09209-2023188 Email: mimpf2000@online.de USt-ID-Nr.: DE 235096871 Wir führen gebrauchte Bücher aus allen Sparten der Literatur

Specialty

Modernes Antiquariat - Bücher von 1960 bis heute

Seller's business information

buchversandmimpf2000

Germany