Dynamic Model Analysis Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems /

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 sett...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Faliva, Mario (Autor), Zoia, Maria Grazia (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Edición:2nd ed. 2009.
Temas:
Econometrics.
Mathematics.
Probabilities.
Statistics .
Applications of Mathematics.
Probability Theory.
Statistical Theory and Methods.
Statistics in Business, Management, Economics, Finance, Insurance.
Quantitative Economics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • The Algebraic Framework of Unit-Root Econometrics
  • The Statistical Setting
  • Econometric Dynamic Models: From Classical Econometrics to Time Series Econometrics.

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