Items related to Non-Stationary Time Series Analysis and Cointegration...
Synopsis
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 cointegrating relationships, and a new test of cointegration. Applications are shown finding roots in macroeconomic series, testing the Fisher Hypothesis, testing money demand functions, and testing for inflation bubbles.
The book provides good coverage of the depth of this literature showing the importance of an understanding of non-stationarity and co-integration.
The other contributors are: F. Canova, Mike P. Clements, Francis X. Diebold, Steven N. Durlauf, Neil R. Ericsson, M. Finn, Colin Hargreaves, David Harris, Mark A. Hooker, Brett Inder, Joon-Haeng Lee, Hong-Anh Tran, Gretchen C. Weinbach
"synopsis" may belong to another edition of this title.
Product Description
Non-stationary Time Series Analysis and Cointegration The econometric analysis of the long run has developed dramatically over the last 12 years. This volume describes and evaluates new methods, provides useful overviews, and shows detailed implementations helpful to practitioners.
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 Journal)
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 applications of the various techniques described. As such, it ought to have considerable appeal to theorists and practitioners alike. (Economic Journal)
"About this title" may belong to another edition of this title.
- PublisherOUP Oxford
- Publication date1994
- ISBN 10 0198773927
- ISBN 13 9780198773924
- BindingPaperback
- LanguageEnglish
- Number of pages328
Buy New
View this item
£ 63.43
£ 2.33 shipping from Italy to United Kingdom
Destination, rates & speeds
Search results for Non-Stationary Time Series Analysis and Cointegration...
Stock Image
Non-Stationary Time Series Analysis and Cointegration (Advanced Texts in Econometrics)
Seller: Reuseabook, Gloucester, GLOS, United Kingdom
Seller rating 5 out of 5 stars
paperback. Condition: Used; Good. Dispatched, from the UK, within 48 hours of ordering. This book is in good condition but will show signs of previous ownership. Please expect some creasing to the spine and/or minor damage to the cover. Grubby book may have mild dirt or some staining, mostly on the edges of pages. Seller Inventory # CHL10358527
Quantity: 1 available
Stock Image
Non-Stationary Time Series Analysis and Cointegration (Advanced Texts in Econometrics)
Published by
Oxford University Press, 1994
ISBN 10: 0198773927
ISBN 13: 9780198773924
Used
Paperback
Seller: WorldofBooks, Goring-By-Sea, WS, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Seller Inventory # GOR012810277
Quantity: 1 available
Stock Image
Non-Stationary Time Series Analysis and Cointegration
Published by
Oxford University Press, 1994
ISBN 10: 0198773927
ISBN 13: 9780198773924
Used
Softcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:9780198773924. Seller Inventory # 9187865
Quantity: 1 available
Stock Image
Nonstationary Time Series Analysis and Cointegration
Published by
Oxford University Press (Advanced Texts in Econometrics), 1994
ISBN 10: 0198773927
ISBN 13: 9780198773924
Used
Soft cover
Seller: G. & J. CHESTERS, TAMWORTH, United Kingdom
Seller rating 5 out of 5 stars
Soft cover. Condition: Near Fine. pp.xviii, 308 pages, many figures and tables, a Very Good plus (near fine) paperback [0198773927]. Seller Inventory # 59495
Quantity: 1 available
Stock Image
Nonstationary Time Series Analysis and Cointegration
Seller: Buchpark, Trebbin, Germany
Seller rating 5 out of 5 stars
Condition: Gut. Zustand: Gut | Seiten: 328 | Sprache: Englisch | Produktart: Bücher. Seller Inventory # 2143827/203
Quantity: 2 available
Stock Image
Nonstationary Time Series Analysis and Cointegration (Advanced Texts in Econometrics)
Published by
Oxford University Press, 1994
ISBN 10: 0198773927
ISBN 13: 9780198773924
Used
paperback
Seller: My Dead Aunt's Books, Hyattsville, MD, U.S.A.
Seller rating 5 out of 5 stars
paperback. Condition: As New. Excellent like new copy. Seller Inventory # 65365G
Quantity: 1 available
Stock Image
Nonstationary Time Series Analysis and Cointegration (Advanced Texts in Econometrics)
Published by
Oxford University Press, 1994
ISBN 10: 0198773927
ISBN 13: 9780198773924
Used
Softcover
Seller: BMV Bloor, Toronto, ON, Canada
Seller rating 5 out of 5 stars
Condition: Very Good. Used - Very Good. Seller Inventory # 239-a - 00008
Quantity: 1 available
Stock Image
Non-Stationary Time Series Analysis and Cointegration (eng)
Print on DemandSeller: Brook Bookstore On Demand, Napoli, NA, Italy
Seller rating 5 out of 5 stars
Condition: new. Questo è un articolo print on demand. Seller Inventory # 7f3b73314acd54eb40fe447de055b9b0
Quantity: Over 20 available
Seller Image
Non-Stationary Time Series Analysis and Cointegration
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 1843761-n
Quantity: Over 20 available
Seller Image
Non-Stationary Time Series Analysis and Cointegration
Published by
Oxford University Press, 1994
ISBN 10: 0198773927
ISBN 13: 9780198773924
Used
Softcover
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 1843761
Quantity: Over 20 available