Non-Stationary Time Series Analysis and Cointegration
$133.40
- Paperback
326 pages
- Release Date
13 October 1994
Summary
Major developments in the analysis of non-stationary time series and co-integration are shown in this book. Papers include David Hendry’s work on forecasting, Peter Phillip’s work on Bayesian models, Svend Hylleberg’s work on seasonality, and Adrian Pagan’s work on real business cycle models. Other topics covered include an overview of the different estimators of cointegratingrelationships, and a new test of cointegration. Applications are shown finding roots in macroeconomic series, testing…
Book Details
| ISBN-13: | 9780198773924 |
|---|---|
| ISBN-10: | 0198773927 |
| Series: | Advanced Texts in Econometrics |
| Author: | Hargreaves |
| Publisher: | Oxford University Press |
| Imprint: | Oxford University Press |
| Format: | Paperback |
| Number of Pages: | 326 |
| Release Date: | 13 October 1994 |
| Weight: | 536g |
| Dimensions: | 234mm x 156mm x 20mm |
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Critics Review
This volume covers a very comprehensive range of material, and most of the methodological content is either very recent or new, yet considerable emphasis is given to helpful practical application of the various techniques described. As such, it ought to have considerable appeal to theorists and practitioners alike.'Economic JournalThis volume covers a very comprehensive range of material, and most of the methodological content is either very recent or new, yet considerable emphasis is given to helpful practical applications of the various techniques described. As such, it ought to have considerable appeal to theorists and practitioners alike.‘Economic Journal
About The Author
Hargreaves
Colin P. Hargreaves is at Economic Modelling Bureau of Australia, Canberra.
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