Advanced Studies in Theoretical and Applied Econometrics

Advances in Econometrics and Modelling

Editors: Raj, B. (Ed.)

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About this book

During 1985-86, the acquisition editor for the humanities and social sciences division of Kluwer Academic Publishers in the Netherlands visited the University of Horida (where I was also visiting while on sabbatical leave from Wilfrid Laurier University as the McKethan-Matherly Senior Research Fellow) to discuss publishing plans of the faculty. He expressed a keen interest in publishing the proceedings of the conference of the Canadian Econometric Study Group (CESG) that was to be held the following year at WLU. This volume is the end product of his interest, endurance, and persistence. But for his persistence I would have given up on th~ project Most of the papers (though not all) included in this volume are based on presentations at CESG conferences. In some cases scholars were invited to contribute to this volume where their research complimented those presented at these conferences even though they were not conference participants. Since papers selected for presentation at the CESG conferences are generally the finished product of scholarly research and often under submission to refereed journals, it was not possible to publish the conference proceedings in their entirety. Accordingly it was decided, in consultation with the publisher, to invite a select list of authors to submit significant extensions of the papers they presented at the CESG conferences for inclusion in this volume. The editor wishes to express gratitude to all those authors who submitted their papers for evaluation by anonymous referees and for making revisions to conform to our editorial process.

Table of contents (12 chapters)

  • Introduction

    Raj, Baldev

    Pages 1-5

  • Testing for a Unit Root in the Presence of a Maintained Trend

    Ouliaris, Sam (et al.)

    Pages 7-28

  • Random Walks Versus Fractional Integration: Power Comparisons of Scalar and Joint Tests of the Variance-Time Function

    Diebold, Francis X.

    Pages 29-45

  • Testing for a Random Walk: A Simulation Experiment of Power When the Sampling Interval is Varied

    Perron, Pierre

    Pages 47-68

  • Estimation of a Probability Density Function with Applications to Nonparametric Inference in Econometrics

    Ullah, Aman (et al.)

    Pages 69-83

Buy this book

eBook $149.00
price for USA (gross)
  • ISBN 978-94-015-7819-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $199.00
price for USA
  • ISBN 978-0-7923-0299-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $199.00
price for USA
  • ISBN 978-90-481-4048-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Advances in Econometrics and Modelling
Editors
  • B. Raj
Series Title
Advanced Studies in Theoretical and Applied Econometrics
Series Volume
15
Copyright
1989
Publisher
Springer Netherlands
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-94-015-7819-6
DOI
10.1007/978-94-015-7819-6
Hardcover ISBN
978-0-7923-0299-5
Softcover ISBN
978-90-481-4048-0
Series ISSN
1570-5811
Edition Number
1
Number of Pages
XV, 195
Topics