Topics in Dynamic Model Analysis Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems /

• Main Authors: Faliva, Mario (Author), Zoia, Maria Grazia (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
• Series: Lecture Notes in Economics and Mathematical Systems, 558
• Subjects: Game theory.; Statistics.; Economics.; Management science.; Economic theory.; Econometrics.; Economics, general.; Statistical Theory and Methods.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Economic Theory/Quantitative Economics/Mathematical Methods.; Game Theory, Economics, Social and Behav. Sciences.

Classical econometrics - which plunges its roots in economic theory with simultaneous equations models (SEM) as offshoots - and time series econometrics - which stems from economic data with vector autoregr- sive (VAR) models as offsprings - scour, like the Janus's facing heads, the flowing of...

Table of Contents:

• The Algebraic Framework of Unit-Root Econometrics
• The Statistical Setting
• Econometric Dynamic Models: from Classical Econometrics to Time Series Econometrics.