user
0
Su pedido

Tu pedido

Su carro de la compra está vacío

Materias

Dynamic Model Analysis "Advanced Matrix Methods And Unitroot Econometrics Representation"

Advanced Matrix Methods And Unitroot Econometrics Representation

Dynamic Model Analysis "Advanced Matrix Methods And Unitroot Econometrics Representation". Advanced Matrix Methods And Unitroot Econometrics Representation

Compartir en:

(0 Comentarios)
Comenta y valora este libro

pvp.116,46 €

Sin Stock. Posibilidad entre 11 y 20 dias

  • ISBN:9783540859956
  • Editorial: Springer
  • Fecha de la edición:
  • Número de la edición: 2
  • Encuadernación:
  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:228
  • Idiomas:

Materias:

This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the structural with the time series approaches, and by focusing on representation theorems of integrated processes. The book provides mainly a self-contained, rigorous as well as innovative, analytic setting to guide formulation and solution in closed form of vector autoregressive (VAR) models with unit roots. The second edition implements the latest research work by the second author on linear matrix polynomials whence a further breakthrough on the topic is gained. Its emphasis is placed on representation theorems, conjugating an elegant reappraisal of classical results with original insights which widen their information content. A unified representation theorem of new conception is established, which duly shapes the contours of the cointegration features of VAR solutions, providing not only a contribution to clarity but also new stimuli in this fascinating field of research as a spin-off.

The Algebraic Framework of Unit-Root Econometrics.- The Statistical Setting.- Econometric Dynamic Models: From Classical Econometrics to Time Series Econometrics.

Otros libros de Faliva, Mario

Otros libros de Economía Cuantitativa