WorldCat Identities

Faliva, Mario

Overview
Works: 99 works in 205 publications in 4 languages and 1,662 library holdings
Roles: Author, Editor, Other, Creator, htt
Classifications: HB139, 330.015195
Publication Timeline
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Most widely held works by Mario Faliva
Topics in dynamic model analysis : advanced matrix methods and unit-root econometrics representation theorems by Mario Faliva( )

23 editions published between 2005 and 2006 in English and held by 815 WorldCat member libraries worldwide

Classical econometrics - which plunges its roots in economic theory with simultaneous equations models (SEM) as offshoots - and time series econometrics - which stems from economic data with vector autoregr- sive (VAR) models as offsprings - scour, like the Janus's facing heads, the flowing of economic variables so as to bring to the fore their autonomous and non-autonomous dynamics. It is up to the so-called final form of a dy­ namic SEM, on the one hand, and to the so-called representation theorems of (unit-root) VAR models, on the other, to provide informative closed form expressions for the trajectories, or time paths, of the economic vari­ ables of interest. Should we look at the issues just put forward from a mathematical standpoint, the emblematic models of both classical and time series econometrics would turn out to be difference equation systems with ad hoc characteristics, whose solutions are attained via a final form or a represen­ tation theorem approach. The final form solution - algebraic technicalities apart - arises in the wake of classical difference equation theory, display­ ing besides a transitory autonomous component, an exogenous one along with a stochastic nuisance term. This follows from a properly defined ma­ trix function inversion admitting a Taylor expansion in the lag operator be­ cause of the assumptions regarding the roots of a determinant equation pe­ culiar to SEM specifications
Dynamic model analysis : advanced matrix methods and unit-root econometrics representation theorems by Mario Faliva( )

24 editions published between 2008 and 2010 in English and held by 513 WorldCat member libraries worldwide

This monograph provides 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. The book provides mainly a self-contained, rigorous as well as innovative, analytic setting to guide formulation and solution in closed form of vector autoregressive (VAR) models with unit roots. The second edition implements the latest research work by the second author on linear matrix polynomials whence a further breakthrough on the topic is gained. Its emphasis is placed on representation theorems, conjugating an elegant reappraisal of classical results with original insights which widen their information content. A unified representation theorem of new conception is established, which duly shapes the contours of the cointegration features of VAR solutions, providing not only a contribution to clarity but also new stimuli in this fascinating field of research as a spin-off
La stima puntuale nel modello di regressione lineare by Mario Faliva( Book )

5 editions published in 1974 in Italian and held by 46 WorldCat member libraries worldwide

Identificazione e stima nel modello lineare ad equazioni simultanee : un approccio generale in presenza di informazioni a priori by Mario Faliva( Book )

4 editions published in 1983 in Italian and held by 30 WorldCat member libraries worldwide

Econometria : principi e metodi by Mario Faliva( Book )

4 editions published in 1987 in Italian and held by 28 WorldCat member libraries worldwide

Scritti in onore di Giovanni Melzi( Book )

6 editions published in 1994 in Italian and Miscellaneous languages and held by 28 WorldCat member libraries worldwide

Il ruolo dell'econometria nell'ambito delle scienze economiche( Book )

6 editions published between 1991 and 1992 in Italian and held by 20 WorldCat member libraries worldwide

Econometria delle serie storiche : profilo di un corso introduttivo by Mario Faliva( Book )

5 editions published in 1999 in Italian and held by 13 WorldCat member libraries worldwide

Lezioni di metodi quantitativi per le decisioni economiche by Mario Faliva( Book )

4 editions published in 2000 in Italian and held by 10 WorldCat member libraries worldwide

Introduzione ai metodi econometrici by Mario Faliva( Book )

3 editions published in 1975 in Italian and held by 9 WorldCat member libraries worldwide

Introduzione all'econometria by Mario Faliva( Book )

3 editions published in 2003 in Italian and held by 8 WorldCat member libraries worldwide

Matrici ed elementi di algebra lineare by Mario Faliva( Book )

1 edition published in 1993 in Italian and held by 6 WorldCat member libraries worldwide

Identificazione e stima nel modello lineare ad equazioni simultanee : un approccio generale in presenza di informazione a priori by Mario Faliva( Book )

1 edition published in 1983 in Undetermined and held by 6 WorldCat member libraries worldwide

La stima puntuale nel modello di regressione lineare by Mario Faliva( Book )

3 editions published in 1974 in Italian and held by 5 WorldCat member libraries worldwide

Analyse des chroniques : l'approche dans le domaine des temps face à l'approche dans le domaine des fréquences by Mario Faliva( Book )

4 editions published in 1990 in French and held by 4 WorldCat member libraries worldwide

Lectures in econometric modelling by Mario Faliva( Book )

2 editions published between 2014 and 2015 in Italian and English and held by 4 WorldCat member libraries worldwide

Lectures in econometric modelling by Mario Faliva( Book )

2 editions published in 1989 in English and held by 4 WorldCat member libraries worldwide

Identificazione e stima nel modello lineare ad equazioni simultanee : un approccio generale in presenza di informazioni a priori by Mario Faliva( Book )

1 edition published in 1983 in Italian and held by 3 WorldCat member libraries worldwide

Elementi di algebra lineare by Mario Faliva( Book )

2 editions published between 1984 and 1985 in Italian and held by 3 WorldCat member libraries worldwide

La stima puntuale nel modello di regressione lineare by Mario Faliva( Book )

1 edition published in 1974 in Italian and held by 3 WorldCat member libraries worldwide

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