Almost All About Unit Roots PDF Download
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Author | : In Choi |
Publisher | : Cambridge University Press |
Total Pages | : 301 |
Release | : 2015-05-07 |
Genre | : Business & Economics |
ISBN | : 1316300587 |
Download Almost All about Unit Roots Book in PDF, ePub and Kindle
Many economic theories depend on the presence or absence of a unit root for their validity, and econometric and statistical theory undergo considerable changes when unit roots are present. Thus, knowledge on unit roots has become so important, necessitating an extensive, compact, and nontechnical book on this subject. This book is rested on this motivation and introduces the literature on unit roots in a comprehensive manner to both empirical and theoretical researchers in economics and other areas. By providing a clear, complete, and critical discussion of unit root literature, In Choi covers a wide range of topics, including uniform confidence interval construction, unit root tests allowing structural breaks, mildly explosive processes, exuberance testing, fractionally integrated processes, seasonal unit roots and panel unit root testing. Extensive, up to date, and readily accessible, this book is a comprehensive reference source on unit roots for both students and applied workers.
Author | : In Choi |
Publisher | : Cambridge University Press |
Total Pages | : 301 |
Release | : 2015-05-12 |
Genre | : Business & Economics |
ISBN | : 1107097339 |
Download Almost All About Unit Roots Book in PDF, ePub and Kindle
Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.
Author | : G. S. Maddala |
Publisher | : Cambridge University Press |
Total Pages | : 528 |
Release | : 1998 |
Genre | : Business & Economics |
ISBN | : 9780521587822 |
Download Unit Roots, Cointegration, and Structural Change Book in PDF, ePub and Kindle
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Author | : Lee A. Craig |
Publisher | : Springer |
Total Pages | : 340 |
Release | : 2016-07-27 |
Genre | : Business & Economics |
ISBN | : 1349251658 |
Download The Integration of the European Economy, 1850–1913 Book in PDF, ePub and Kindle
This volume documents the economic integration of the European national economies over the period 1850-1913. The authors concentrate on the macroeconomic aspects of this integration, focusing on measures of aggregate output and monetary aggregates as they relate to policy concerns, such as those surrounding the implementation of the gold standard, as well as the possible interaction of nominal and real factors in both growth and cycles. They also date the `European' cycle and show a close coincidence across nations.
Author | : Olga Valenzuela |
Publisher | : Springer Nature |
Total Pages | : 331 |
Release | : 2023-04-04 |
Genre | : Mathematics |
ISBN | : 3031141970 |
Download Theory and Applications of Time Series Analysis and Forecasting Book in PDF, ePub and Kindle
This book presents a selection of peer-reviewed contributions on the latest developments in time series analysis and forecasting, presented at the 7th International Conference on Time Series and Forecasting, ITISE 2021, held in Gran Canaria, Spain, July 19-21, 2021. It is divided into four parts. The first part addresses general modern methods and theoretical aspects of time series analysis and forecasting, while the remaining three parts focus on forecasting methods in econometrics, time series forecasting and prediction, and numerous other real-world applications. Covering a broad range of topics, the book will give readers a modern perspective on the subject. The ITISE conference series provides a forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the foundations, theory, models and applications of time series analysis and forecasting. It focuses on interdisciplinary research encompassing computer science, mathematics, statistics and econometrics.
Author | : Sander M. de Bruyn |
Publisher | : Springer Science & Business Media |
Total Pages | : 250 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 9401140685 |
Download Economic Growth and the Environment Book in PDF, ePub and Kindle
Is economic growth good for the environment? A number of economists have claimed that economic growth can benefit the environment, recruiting political support and finance for environmental policy measures. This view has received increasing support since the early 1990s from empirical evidence that has challenged the traditional environmentalist's belief that economic growth degrades the environment. This book reviews the theoretical and empirical literature on growth and the environment, giving an in-depth empirical treatment of the relationship between the two. Various hypotheses are formulated and tested for a number of indicators of environmental pressure. The test results indicate that alternative models and estimation methods should be used, altering previous conclusions about the effect of economic growth on the environment and offering an insight into the forces driving emission reduction in developed countries.
Author | : Gail L. Cramer |
Publisher | : Routledge |
Total Pages | : 806 |
Release | : 2018-07-17 |
Genre | : Business & Economics |
ISBN | : 1317225767 |
Download The Routledge Handbook of Agricultural Economics Book in PDF, ePub and Kindle
This Handbook offers an up-to-date collection of research on agricultural economics. Drawing together scholarship from experts at the top of their profession and from around the world, this collection provides new insights into the area of agricultural economics. The Routledge Handbook of Agricultural Economics explores a broad variety of topics including welfare economics, econometrics, agribusiness, and consumer economics. This wide range reflects the way in which agricultural economics encompasses a large sector of any economy, and the chapters present both an introduction to the subjects as well as the methodology, statistical background, and operations research techniques needed to solve practical economic problems. In addition, food economics is given a special focus in the Handbook due to the recent emphasis on health and feeding the world population a quality diet. Furthermore, through examining these diverse topics, the authors seek to provide some indication of the direction of research in these areas and where future research endeavors may be productive. Acting as a comprehensive, up-to-date, and definitive work of reference, this Handbook will be of use to researchers, faculty, and graduate students looking to deepen their understanding of agricultural economics, agribusiness, and applied economics, and the interrelationship of those areas.
Author | : Badi H. Baltagi |
Publisher | : Elsevier |
Total Pages | : 351 |
Release | : 2000 |
Genre | : Business & Economics |
ISBN | : 0762306882 |
Download Nonstationary Panels, Panel Cointegration, and Dynamic Panels Book in PDF, ePub and Kindle
In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of problems and methods that are used within the field of marketing. Marketing focuses on the interaction between the firm and the consumer. Economics encompasses this interaction as well as many others. Economics, along with psychology and sociology, provides a theoretical foundation for marketing.
Author | : Peter Fuleky |
Publisher | : Springer Nature |
Total Pages | : 716 |
Release | : 2019-11-28 |
Genre | : Business & Economics |
ISBN | : 3030311503 |
Download Macroeconomic Forecasting in the Era of Big Data Book in PDF, ePub and Kindle
This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.
Author | : Pierre Perron |
Publisher | : |
Total Pages | : |
Release | : 2018 |
Genre | : |
ISBN | : 9783038428121 |
Download Unit Roots and Structural Breaks Book in PDF, ePub and Kindle
Unit Roots and Structural Breaks.