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.  See more details below

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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