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

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Faliva, Mario (Επιμελητής έκδοσης), Zoia, Maria Grazia (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Θέματα: 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...

Πίνακας περιεχομένων:

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