Год выпуска: 1999 Автор: Les Oxley, Michael McAleer Издательство: Wiley-Blackwell Страниц: 280 ISBN: 0631211985
Описание
Comprising of seven up-to-date comprehensive surveys from leading scholars in Econometrics, this book follows the format of the highly successful book, Surveys in Econometrics, edited by Oxley, et al. (Blackwell Publishers 1995). This collection is a unique resource for advanced undergraduate and postgraduate students on quantitative / econometrics courses, as well as a wider range of academics and professional economists. The contributions consider a range of contemporary topics from the area of cointegration and unit root testing where empirical examples are used wherever possible to illustrate the issue at hand. The topics range from issues associated with seasonality and cointegration, to panel unit root tests and the econometrics of I (2) processes.
