Cointegration For The Applied Economist / Edition 1 by B. Bhaskara Rao | 9781403996145 | Hardcover | Barnes & Noble
Cointegration for the Applied Economist / Edition 2

Cointegration for the Applied Economist / Edition 2

by B. Bhaskara Rao
     
 

ISBN-10: 1403996148

ISBN-13: 9781403996145

Pub. Date: 08/24/2007

Publisher: Palgrave Macmillan UK

The second edition of this landmark book on unit roots and cointegration techniques updated with new developments, including new chapters on structural breaks and estimation with cross-section data.

Overview

The second edition of this landmark book on unit roots and cointegration techniques updated with new developments, including new chapters on structural breaks and estimation with cross-section data.

Product Details

ISBN-13:
9781403996145
Publisher:
Palgrave Macmillan UK
Publication date:
08/24/2007
Edition description:
2nd ed. 2007
Pages:
260
Product dimensions:
5.51(w) x 8.50(h) x 0.03(d)

Table of Contents

Introduction; B.B.Rao A Primer on Cointegration with an Application to Money and Income; D.A.Dickey, D.W.Jansen & D.L.Thornton Unit Roots and Cointegration for the Economist; D.Holden & R.Perman The Significance of Unit Roots and the Pitfalls of Mechanical Statistics; R.Smith Unit Roots and Structural Breaks: A Survey of the Literature; J.P.Byrne & R.Perman New Unit Root Tests Designed for the Trend-Break Stationary Alternative: Simulation Evidence and Empirical Applications; A.Sen How to Deal with Structural Breaks in Practical Cointegration Analysis?; R.Joyeux Panel Cointegration Analysis: An Empirical Example; N.R.V.Murthy

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