Buch, Englisch, 284 Seiten, Format (B × H): 178 mm x 254 mm, Gewicht: 540 g
Buch, Englisch, 284 Seiten, Format (B × H): 178 mm x 254 mm, Gewicht: 540 g
ISBN: 978-0-631-21198-3
Verlag: Wiley
The book comprises of seven up-to-date comprehensive surveys from leading scholars in Econometrics.
Autoren/Hrsg.
Weitere Infos & Material
1. Cointegration in Practice: Professor Michael J. McAleer (University of Western Australia and Adjunct Professor, Australian National University) Professor Les T. Oxley (University of Waikato).
2. A Primer on Unit Root Testing: Professor Peter C. B. Phillips (Yale University) and Professor Zhijie Xiao (University of Illinois at Urbana-Champaign).
3. Structural Analysis of Cointegrating VARs: Professor M. Hashem Pesaran (University of Cambridge) and Professor Ron P. Smith (Birkbeck College, University of London).
4. Shocking Stories: Dr. Sofia Levtchenkova (Australian National University), Professor Adrian Pagan (Australian National University), and Dr. John Robertson (Federal Reserve Bank of Atlanta).
5. Inference in Cointegrating Models: UK M1 Revisited: Dr. Jurgen A. Doornik, Professor David F. Hendry, and Dr. Bent Nielsen (all Nuffield College, Oxford).
6. An Econometric Analysis of I(2) Variables: Professor Niels Haldrup (Aarhus University).
7. Approximations to the Asymptotic Distributions of Cointegration Tests: Dr. Jurgen A. Doornik (Nuffield College, Oxford).
8. Cointegration Analysis of Seasonal Time Series: Professor Philip-Hans Franses (University of Rotterdam) and Professor Michael McAleer (University of Western Australia and Adjunct Professor, Australian National University).
