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New directions in macromodelling /
The monograph concentrates on recent developments in modelling economic processes on macro level. Namely there are two main areas of interest: co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1) as well as I(2) va...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; Boston :
Elsevier,
2004.
|
| Edición: | 1st ed. |
| Colección: | Contributions to economic analysis ;
v. 269. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Modelling volatility and its implication for European economic integration / Stephen G. Hall
- Causality and exogeneity in non-stationary economic time series / David F. Hendry
- A small sample correction of the Dickey-Fuller test / Søren Johansen
- Inflation, money growth, and I(2) analysis / Katarina Juselius
- Recent advances in cointegration analysis / Helmut Lütkepohl
- The use of econometric models in economic policy analysis / Grayham E. Mizon
- Bayesian comparison of bivariate GARCH processes : the role of the conditional mean specification / Jacek Osiewalski, Mateusz Pipień
- Modelling Polish economy : an application of SVEqCM / Aleksander Welfe, Piotr Karp, Piotr Kębłowski
- Optimal lag structure selection in VEC-models / Peter Winker, Dietmar Maringer.