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Cointegration for the Applied Economist by B. Bhaskara Rao (2007, Hardcover)
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About this product
Product Identifiers
PublisherPalgrave Macmillan The Limited
ISBN-101403996148
ISBN-139781403996145
eBay Product ID (ePID)57021249
Product Key Features
Number of PagesXix, 260 Pages
LanguageEnglish
Publication NameCointegration for the Applied Economist
SubjectProbability & Statistics / Multivariate Analysis, Econometrics, Statistics
Publication Year2007
FeaturesRevised
TypeTextbook
AuthorB. Bhaskara Rao
Subject AreaMathematics, Business & Economics
FormatHardcover
Dimensions
Item Height0.8 in
Item Weight17.9 Oz
Item Length8.5 in
Item Width5.5 in
Additional Product Features
Edition Number2
Intended AudienceScholarly & Professional
LCCN2015-510639
Dewey Edition22
Reviews'...this book is one of the best efforts to facilitate, encourage and stimulate applied econometric work...' - Reetika Garg, Indian Economic Review, January - June 2009, Praise for the first edition: "This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for calculation, this approach is an excellent perception of the needs of senior undergraduates and graduate students."--W.P. Hogan, University of Sydney
Number of Volumes1 vol.
IllustratedYes
Dewey Decimal330.015195
Edition DescriptionRevised edition
Table Of ContentIntroduction; 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
SynopsisThe second edition of the landmark book on unit roots and cointegration techniques updated with new developments., The first edition of this book has been described as a landmark book, being the first of its kind in applied econometrics. This second edition is thoroughly revised and updated and explains how to use many recent technical developments in time series econometrics. The main objective of the book is to help many applied economists, with a limited background in econometric estimation theory, to understand and apply widely used time eseries econometric techniques.
LC Classification NumberHB139-141
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