Free eBook Advances in Econometrics: Co-Integration, Spurious Regresssions, and Unit Roots, 1990 download
by Thomas B. Fomby,George F. Rhodes
Author: Thomas B. Fomby,George F. Rhodes
Publisher: Jai Pr (June 1, 1990)
Category: Work and perfomance
Size MP3: 1893 mb
Size FLAC: 1708 mb
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Advances in Econometrics, Volume 8 book. Advances in Econometrics: Co-Integration, Spurious Regresssions, and Unit Roots, 1990 (Advances in Econometrics).
Advances in Econometrics, Volume 8 book. 1559380381 (ISBN13: 9781559380386).
Cointegration regression Thomas B. Fomby and George F. Rhodes, 3–69.
Cointegration regression. The literature on unit root and cointegration analysis has greatly enhanced our understanding of dynamic econometric modeling of economic time series and provides a useful repertoire of tools for empirical analysis. However, unit root tests and cointegration analysis also raise serious finite sample issues. Thomas B. Greenwich, CT: JAI Press. Engle, Robert . and Clive W. J. Granger.
Author: Thomas B. Fomby, George F. Rhodes. The Formation of Econometrics: A Historical Perspective. Advances in Taxation, Volume 13 (Advances in Taxation) (Advances in Taxatio.
ADV IN SOC SCIENCE & COMPUTERS VOL 2 (Advances in Social Science & Computers) EAN 978155938. 33 руб. Sociology of Emotions (Contemporary Studies in Sociology) EAN 978155938.
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Are you sure you want to remove Co-integration, spurious regressions and unit roots from your list? Co-integration, spurious regressions and unit roots. Published 1990 by JAI Press in Greenwich, Conn, London. Cointegration, Econometrics. Includes bibliographical references. Advances in econometrics - vo.
Nerlove, M. (1990): Unit Roots in Economic Time Series: A Selective Survey; in: Fomby, . eds): Advances in Econometrics: Co-Integration, Spurious Regression, and Unit Roots; London, JAI Press. 1991): On the Power of Dickey-Fuller Tests against Fractional Alternatives; Economics Letters 35, 155–160. 1976): Introduction to Statistical Time Series; New York, Wiley. zbMATHGoogle Scholar.
under spurious regression and cointegration. Understanding spurious regressions in econometrics. Asymptotic properties of residual based tests for cointegration. This implies that the OLS estimator is inconsistent. Journal of Econometrics 33: 311–340. Phillips, P. C. and S. Ouliaris. Econometrica 58: 165–193.
This article tests for cointegration between unit labor costs and the level of product prices in four sectors of. .
This article tests for cointegration between unit labor costs and the level of product prices in four sectors of the . The Wage-Price Nexus in a Small Developing Country: An Application of Cointegration Theory," in Thomas B. Fomby; George F. Rhodes, J. ed. Advances in Econometrics Volume 8: Cointegration, Spurious Regression, and Unit Roots, Greenwich, CT: JAI Press, 1990, pp. 307–22. Dutkowsky, Donald . Atesoglu, H. Sonmez.
by Thomas B. ISBN 9780892327959 (978-0-89232-795-9) Hardcover, Jai Pr, 1987.
Advances in Econometrics, Vol. 8: Co-Integration, Spurious Regression, and Unit Roots. Advances in Econometrics, Cambridge University Press, 123–167. 1995) Fully Modified Least Squares and Vector Autoregression. Econometrica 63, 1023–1078. Park, J. Y. & Choi, B. (1988) A New Approach to Testing for a Unit Root. CAE Working Paper 88-23, Cornell University. 1990) Statistical Inference in Instrumental Variables Regression with I(1) Processes.