دانلود کتاب Topics in Dynamic Model Analysis: Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems

Name: Topics in Dynamic Model Analysis: Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems
Availability: InStock
Author: Prof. Mario Faliva
ISBN: 9783540261964, 3540261966

by Prof. Mario Faliva, Prof. Maria Grazia Zoia (auth.)

عنوان فارسی: موضوع ها در تحلیل دینامیکی مدل: روش های پیشرفته ماتریس و واحد ریشه اقتصاد نمایندگی قضایای
ناشر: Springer Berlin Heidelberg
سال: 2006
ویرایش: 1
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 152-152
شابک: 9783540261964, 3540261966
نوع فایل: DJVU دانلود نرم افزار مطالعه
حجم: 3.00 مگابایت

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This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the unit-root gap between structural and time series approaches and focusing on representation theorems of (co)integrated processes. The book starts by providing a self-contained – rigorous as well as innovative – analytical setting to guide the formulation and solution in closed form of vector autoregressive models with unit roots. The monograph then moves on to place emphasis on the so-called representation theorems of unit-root econometrics, conjugating an elegant reappraisal of classical results with original enlightening insights which widen and enrich the information content and meaning of the said theorems, therefore providing new stimuli in this fascinating field of research.