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

• Corporate Author: SpringerLink (Online service)
• Other Authors: Faliva, Mario (Editor), Zoia, Maria Grazia (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Subjects: Applied mathematics.; Engineering mathematics.; Probabilities.; Statistics.; Economic theory.; Econometrics.; Economics.; Applications of Mathematics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Economic Theory/Quantitative Economics/Mathematical Methods.

This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the structural with the time series approaches, and by focusing on representation theorems of integrated processes. The book provides mainly a self-contained, rigorous as well as innovative, analytic sett...