New directions in macromodelling [electornic resources] essays inhonor of J. Michael Finger edited by Stephen G. Hall.
- 其他作者：
- 出版： Amsterdam : Elsevier 2004.
- 叢書名： Contributions to economic analysis ,v. 269
- 主題： Econometric models , Business & Economics--Econometrics , Business & Economics--Economics , Macroeconomics
- ISBN： 9781849508308
- URL：
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- 一般註：Includes bibliographical references and indexes 99年度中區共購共享電子書 Modelling volatility and its implication for European economic integration / Stephen G. Hall -- Recent advances in cointegration analysis /Helmut Lutkepohl -- The use of econometric models in economic policy analysis / Grayham E. Mizon -- Bayesian comparison of Bivariate GARCH processes. The role of the conditional mean specificatio / Mateusz Pipieri -- Modelling Polish economy : an application of SVEqCM / Piotr Keblowski -- Causality and exogeneity in non-stationary economic time series / David F. Hendry -- Optimal lag structure selection in VEC-models / Dietmar Maringer -- A small sample correction of the Dickey-Fuller Test /Soren Johansen -- Inflation, money growth, and 1(2) analysis / Katarina Juselius
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讀者標籤：
- 系統號： 000218750 | 機讀編目格式
館藏資訊
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) variables and structuralization of VAR. Volatility is analysed within traditional and Bayesian approach.
摘要註
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) variables and structuralization of VAR. Volatility is analysed within traditional and Bayesian approach
