Overview
- Innovative algebraic toolkit for dynamic econometric model analysis
- Self-contained design providing basic and advanced algebraic technicalities
- Step by step guidance to a thorough understanding
- Includes the latest research by the authors
- Includes supplementary material: sn.pub/extras
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Table of contents (3 chapters)
Keywords
About this book
Reviews
From the reviews of the second edition:
“Researchers and postgraduate students in time series econometrics, statistics, matrix mathematics and other related areas. … provide an insightful analysis of dynamic modelling in econometrics by a self-contained and analytic setting to guide formulation and solution in closed form of vector autoregressive models with unit roots. … The presentation of the book is given in theorem-proof style with definitions, lemmas, theorems … . The book is very welcome, as it (again) proves that matrix results … are applicable and useful in dealing with real-world issues.” (Shuangzhe Liu, International Statistical Review, Vol. 78 (1), 2010)Editors and Affiliations
Bibliographic Information
Book Title: Dynamic Model Analysis
Book Subtitle: Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems
Editors: Mario Faliva, Maria Grazia Zoia
DOI: https://doi.org/10.1007/978-3-540-85996-3
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2009
Hardcover ISBN: 978-3-540-85995-6Published: 05 November 2008
Softcover ISBN: 978-3-642-09948-9Published: 19 October 2010
eBook ISBN: 978-3-540-85996-3Published: 24 October 2008
Edition Number: 2
Number of Pages: X, 218
Additional Information: Originally published as volume 558 in the series: Lecture Notes in Economics and Mathematical Systems
Topics: Econometrics, Applications of Mathematics, Probability Theory and Stochastic Processes, Statistical Theory and Methods, Statistics for Business, Management, Economics, Finance, Insurance, Economic Theory/Quantitative Economics/Mathematical Methods