ISBN-10:
1403996148
ISBN-13:
9781403996145
Pub. Date:
08/24/2007
Publisher:
Palgrave Macmillan UK
Cointegration for the Applied Economist / Edition 2

Cointegration for the Applied Economist / Edition 2

by B. Bhaskara Rao

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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)

About the Author

JOSEPH P. BYRNE Lecturer, Department of Economics, University of Glasgow, UK DAVID A. DICKEY Statistcis Faculty, North Carolina State University, USA DARRYL HOLDEN Lecturer in Economics, University of Strathclyde, Glasgow, UK DENNIS W. JANSEN Professor of Economics, Texas A&M University, USA ROSELYNE JOYEUX Senior Lecturer in Economics, Macquarie University, Australia N.R. VASUDEVA MURTHY Professor of Economics, College of Business Administration, Creighton University, USA ROGER PERMAN Lecturer in Economics, University of Strathclyde, Glasgow, UK AMIT SEN Assistant Professor, Department of Economics, Xavier University, USA RON SMITH Birkbeck College, University of London, UK DANIEL THORNTON Assistant Vice President and Research Economist, Federal Reserve Bank of St Louis, USA.

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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