平滑转移协整模型的理论分析与应用

• Autore: 方臻旻
• Pubblicazione: Huazhong, : Huazhong University of Science and Technology Press, 2014
• Edizione: 1st ed.
• Descrizione fisica: 1 online resource (152 p.)
• Soggetto topico: Cointegration; Econometric models
• Note generali: Description based upon print version of record.
• Nota di contenuto: 平滑 移协整模型的理 分析与应用 ; 平滑 移协整模型的理 分析与应用(正文 ; PH BT.pdf; PH ML.pdf; PH ZW.pdf
• Sommario/riassunto: This book explores the theoretical and practical applications of the Smooth Transition Cointegration model in econometrics. It combines concepts from cointegration theory and smooth transition regression to analyze non-stationary time series data with structural changes. The author, Fang Zhen, aims to advance understanding in econometric modeling by addressing the challenges of non-linearity and dynamic relationships in macroeconomic data. Targeted at researchers and practitioners in economics and econometrics, the book provides a comprehensive overview of the model's theoretical foundations and its application in studying economic phenomena such as income inequality and public service disparities between urban and rural areas in China. It also discusses the implications of the model for macroeconomic policy analysis and forecasting.
• Titolo autorizzato: 平滑转移协整模型的理论分析与应用
• ISBN: 9787560974620; 7560974627
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Cinese
• Record Nr.: 9910961337703321
• Lo trovi qui: Univ. Federico II