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Modelling non-stationary economic time series [[electronic resource] ] : a multivariate approach / / Simon P. Burke and John Hunter
| Modelling non-stationary economic time series [[electronic resource] ] : a multivariate approach / / Simon P. Burke and John Hunter |
| Autore | Burke Simon P |
| Edizione | [1st ed. 2005.] |
| Pubbl/distr/stampa | New York, : Palgrave Macmillan, 2005 |
| Descrizione fisica | 1 online resource (VII, 253 p.) |
| Disciplina | 330/.01/51955 |
| Collana | Palgrave texts in econometrics |
| Soggetto topico |
Econometric models
Time-series analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4039-0202-X
9786610282722 1-280-28272-X 0-230-00578-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910449828703321 |
Burke Simon P
|
||
| New York, : Palgrave Macmillan, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modelling non-stationary economic time series [[electronic resource] ] : a multivariate approach / / Simon P. Burke and John Hunter
| Modelling non-stationary economic time series [[electronic resource] ] : a multivariate approach / / Simon P. Burke and John Hunter |
| Autore | Burke Simon P |
| Edizione | [1st ed. 2005.] |
| Pubbl/distr/stampa | New York, : Palgrave Macmillan, 2005 |
| Descrizione fisica | 1 online resource (VII, 253 p.) |
| Disciplina | 330/.01/51955 |
| Altri autori (Persone) | HunterJohn |
| Collana | Palgrave texts in econometrics |
| Soggetto topico |
Econometric models
Time-series analysis |
| ISBN |
1-4039-0202-X
9786610282722 1-280-28272-X 0-230-00578-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910783442703321 |
|
Burke Simon P
|
||
| New York, : Palgrave Macmillan, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modelling non-stationary economic time series : a multivariate approach / / Simon P. Burke and John Hunter
| Modelling non-stationary economic time series : a multivariate approach / / Simon P. Burke and John Hunter |
| Autore | Burke Simon P |
| Edizione | [1st ed. 2005.] |
| Pubbl/distr/stampa | New York, : Palgrave Macmillan, 2005 |
| Descrizione fisica | 1 online resource (VII, 253 p.) |
| Disciplina | 330/.01/51955 |
| Collana | Palgrave texts in econometrics |
| Soggetto topico |
Econometric models
Time-series analysis |
| ISBN |
1-4039-0202-X
9786610282722 1-280-28272-X 0-230-00578-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover -- Contents -- Preface -- 1 Introduction: Cointegration, Economic Equilibrium and the Long Run -- 2 Properties of Univariate Time Series -- 3 Relationships Between Non-Stationary Time Series -- 4 Multivariate Time Series Approach to Cointegration -- 5 Exogeneity and Identification -- 6 Further Topics in the Analysis of Non-Stationary Time Series -- 7 Conclusion: Limitations, Developments and Alternatives -- Notes -- Appendix A: Matrix Preliminaries -- Appendix B: Matrix Algebra for Engle and Granger (1987) Representation -- Appendix C: Johansen's Procedure as a Maximum Likelihood Procedure -- Appendix D: The Maximum Likelihood Procedure in Terms of Canonical Correlations -- Appendix E: Distribution Theory -- Appendix F: Estimation under General Restrictions -- Appendix G: Proof of Identification based on an Indirect Solution -- Appendix H: Generic Identification of Long-Run Parameters in Section 5.5 -- References -- Index. |
| Record Nr. | UNINA-9910825844503321 |
|
Burke Simon P
|
||
| New York, : Palgrave Macmillan, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||