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Dynamic model analysis : advanced matrix methods and unit-root econometrics representation theorems

Author: Mario Faliva; Maria Grazia Zoia
Publisher: Berlin : Springer, ©2009.
Edition/Format:   eBook : Document : English : 2nd edView all editions and formats
Summary:
Delivers an insightful analysis of dynamic modelling in econometrics by bridging the structural with the time series approaches, and by focusing on representation theorems of integrated processes. This book provides an analytic setting to guide formulation and solution in closed form of vector autoregressive (VAR) models with unit roots.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Faliva, Mario.
Dynamic model analysis.
Berlin : Springer, ©2009
(OCoLC)295000350
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Mario Faliva; Maria Grazia Zoia
ISBN: 9783540859956 3540859950 9783540859963 3540859969 6611875700 9786611875701
OCLC Number: 310353101
Notes: First ed. issued with title: Topics in dynamic model analysis. c2006.
Description: 1 online resource (x, 218 pages) : illustrations
Contents: The algebraic framework of unit-root econometrics --
The statistical setting --
Econometric dynamic models : from classical econometrics to time series econometrics.
Responsibility: Mario Faliva, Maria Grazia Zoia.
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Abstract:

This monograph provides an insightful analysis of dynamic modeling in econometrics by bridging the structural with the time series approaches, and by focusing on representation theorems of integrated  Read more...

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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 Read more...

 
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