Asymptotic and Bootstrap Tests for Unit Root and Threshold Cointegration

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  • Author : Myunghwan Seo
  • Publisher : Unknown
  • Pages : 77 pages
  • ISBN :
  • Rating : /5 from reviews
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Handbook of Research Methods and Applications in Empirical Macroeconomics

Handbook of Research Methods and Applications in Empirical Macroeconomics
  • Author : Nigar Hashimzade,Michael A. Thornton
  • Publisher : Edward Elgar Publishing
  • Release : 01 January 2013
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This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction

Elements of Nonlinear Time Series Analysis and Forecasting

Elements of Nonlinear Time Series Analysis and Forecasting
  • Author : Jan G. De Gooijer
  • Publisher : Springer
  • Release : 30 March 2017
GET THIS BOOK Elements of Nonlinear Time Series Analysis and Forecasting

This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains

Recent Econometric Techniques for Macroeconomic and Financial Data

Recent Econometric Techniques for Macroeconomic and Financial Data
  • Author : Gilles Dufrénot,Takashi Matsuki
  • Publisher : Springer Nature
  • Release : 21 November 2020
GET THIS BOOK Recent Econometric Techniques for Macroeconomic and Financial Data

The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and non-stationary behavior, stochastic volatility models, and the econometrics of commodity markets and globalization. Furthermore, it demonstrates the application of recent techniques in various fields: in the frequency domain, in the analysis of persistent dynamics, in the estimation of state space

Financial Macro and Micro Econometrics Using R

Financial  Macro and Micro Econometrics Using R
  • Author : Anonim
  • Publisher : Elsevier
  • Release : 25 January 2020
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Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, including multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, financial market jumps and co-jumps, among other topics. Presents chapters authored by distinguished, honored researchers who have received awards from the Journal of Econometrics or the Econometric Society Includes descriptions and links to