Practical Issues in Cointegration Analysis
Wiley-Blackwell (Verlag)
978-0-631-21198-3 (ISBN)
Michael McAleer and Les Oxley are the authors of Practical Issues in Cointegration Analysis, published by Wiley.
1. Cointegration in Practice: Professor Michael J. McAleer (University of Western Australia and Adjunct Professor, Australian National University) Professor Les T. Oxley (University of Waikato). 2. A Primer on Unit Root Testing: Professor Peter C. B. Phillips (Yale University) and Professor Zhijie Xiao (University of Illinois at Urbana-Champaign).
3. Structural Analysis of Cointegrating VARs: Professor M. Hashem Pesaran (University of Cambridge) and Professor Ron P. Smith (Birkbeck College, University of London).
4. Shocking Stories: Dr. Sofia Levtchenkova (Australian National University), Professor Adrian Pagan (Australian National University), and Dr. John Robertson (Federal Reserve Bank of Atlanta).
5. Inference in Cointegrating Models: UK M1 Revisited: Dr. Jurgen A. Doornik, Professor David F. Hendry, and Dr. Bent Nielsen (all Nuffield College, Oxford).
6. An Econometric Analysis of I(2) Variables: Professor Niels Haldrup (Aarhus University).
7. Approximations to the Asymptotic Distributions of Cointegration Tests: Dr. Jurgen A. Doornik (Nuffield College, Oxford).
8. Cointegration Analysis of Seasonal Time Series: Professor Philip-Hans Franses (University of Rotterdam) and Professor Michael McAleer (University of Western Australia and Adjunct Professor, Australian National University).
| Erscheint lt. Verlag | 16.5.1999 |
|---|---|
| Reihe/Serie | Surveys of Recent Research in Economics |
| Verlagsort | Hoboken |
| Sprache | englisch |
| Maße | 180 x 254 mm |
| Gewicht | 680 g |
| Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
| ISBN-10 | 0-631-21198-5 / 0631211985 |
| ISBN-13 | 978-0-631-21198-3 / 9780631211983 |
| Zustand | Neuware |
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