Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (Advanced Texts in Econometrics) Год выпуска: 1993Автор: Anindya Banerjee, J.W. Galbraith, Juan Dolado, David HendryИздательство: Oxford University PressСтраниц: 352ISBN: 0198288107Описание This book is wide-ranging in its account of literature on cointegration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behavior are common in economics, although techniques appropriate to analyzing such data are relatively new, with few existing expositions of the literature. This book explores relationships among integrated data series and their use in dynamic econometric modelling. The concepts of cointegration and error-correction models are fundamental components of the modelling strategy. This area of time series econometrics has grown in importance over the past decade and is of interest to both econometric theorists and applied econometricians. By explaining the important concepts informally and presenting them formally, the book bridges the gap between purely descriptive and purely theoretical accounts of the literature. The work describes the asymptotic theory of integrated processes and...
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Ольга, 25.05 Спешу Вас поблагодарить за выполненную работу, я сегодня защитилась на 5, комиссии очень понравился диплом, в частности предложения по улучшению процесса кредитования в Банке )!!! Огромное Вам спасибо, Вы делаете очень доброе дело!!))))) Буду советовать Вас своим друзьям и знакомым! Еще раз спасибо!!! С уважением, Ольга :)
