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Topics in Dynamic Model Analysis Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems /
Classical econometrics - which plunges its roots in economic theory with simultaneous equations models (SEM) as offshoots - and time series econometrics - which stems from economic data with vector autoregr- sive (VAR) models as offsprings - scour, like the Janus's facing heads, the flowing of...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2006.
|
| Edición: | 1st ed. 2006. |
| Colección: | Lecture Notes in Economics and Mathematical Systems,
558 |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
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| 024 | 7 | |a 10.1007/3-540-29239-X |2 doi | |
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| 100 | 1 | |a Faliva, Mario. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Topics in Dynamic Model Analysis |h [electronic resource] : |b Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems / |c by Mario Faliva, Maria Grazia Zoia. |
| 250 | |a 1st ed. 2006. | ||
| 264 | 1 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer, |c 2006. | |
| 300 | |a X, 144 p. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Lecture Notes in Economics and Mathematical Systems, |x 2196-9957 ; |v 558 | |
| 505 | 0 | |a The Algebraic Framework of Unit-Root Econometrics -- The Statistical Setting -- Econometric Dynamic Models: from Classical Econometrics to Time Series Econometrics. | |
| 520 | |a Classical econometrics - which plunges its roots in economic theory with simultaneous equations models (SEM) as offshoots - and time series econometrics - which stems from economic data with vector autoregr- sive (VAR) models as offsprings - scour, like the Janus's facing heads, the flowing of economic variables so as to bring to the fore their autonomous and non-autonomous dynamics. It is up to the so-called final form of a dy namic SEM, on the one hand, and to the so-called representation theorems of (unit-root) VAR models, on the other, to provide informative closed form expressions for the trajectories, or time paths, of the economic vari ables of interest. Should we look at the issues just put forward from a mathematical standpoint, the emblematic models of both classical and time series econometrics would turn out to be difference equation systems with ad hoc characteristics, whose solutions are attained via a final form or a represen tation theorem approach. The final form solution - algebraic technicalities apart - arises in the wake of classical difference equation theory, display ing besides a transitory autonomous component, an exogenous one along with a stochastic nuisance term. This follows from a properly defined ma trix function inversion admitting a Taylor expansion in the lag operator be cause of the assumptions regarding the roots of a determinant equation pe culiar to SEM specifications. | ||
| 650 | 0 | |a Economics. | |
| 650 | 0 | |a Econometrics. | |
| 650 | 0 | |a Statistics . | |
| 650 | 0 | |a Game theory. | |
| 650 | 1 | 4 | |a Economics. |
| 650 | 2 | 4 | |a Econometrics. |
| 650 | 2 | 4 | |a Statistical Theory and Methods. |
| 650 | 2 | 4 | |a Statistics in Business, Management, Economics, Finance, Insurance. |
| 650 | 2 | 4 | |a Quantitative Economics. |
| 650 | 2 | 4 | |a Game Theory. |
| 700 | 1 | |a Zoia, Maria Grazia. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783540811725 |
| 776 | 0 | 8 | |i Printed edition: |z 9783540261964 |
| 830 | 0 | |a Lecture Notes in Economics and Mathematical Systems, |x 2196-9957 ; |v 558 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/3-540-29239-X |z Texto Completo |
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| 950 | |a Business and Economics (SpringerNature-11643) | ||
| 950 | |a Economics and Finance (R0) (SpringerNature-43720) | ||