Idioma:

Cointegration and Dynamics in Economics

Antônio Delfim Netto 1928-

Localização: FEA - Fac. Econ. Adm. Contab. e Atuária ACERVO DELFIM NETTO (A26.3.8 )(Acessar)

Título:
Cointegration and Dynamics in Economics
Autor: Antônio Delfim Netto 1928-
Assuntos: ECONOMIA MATEMÁTICA
Descrição: Analysis of Cointegrated VARMA Processes Bootstrapping Cointegrating Regressions Detecting Shocks: Outliers and Breaks in Time Series Discussion of Paper by H.Li and G.S. Maddala Editors Introduction Exact Tests in Single Equation Autoregressive Distributed Lag Models Further Evidence on Breaking Trend Functions in Macroeconomic Variables Inference in a Nearly Integrated Autoregressive Model With Nonnormal Innovations Random Walks With Drifts: Nonsense Regression and Spurious Fixed-Effect Estimation Testing of Unit Root and Other Nonstationary Hypotheses in Macroeconomic Time Series
Editor: S.l. s.n
Data de criação/publicação: 200-
Formato: 1 v..
Idioma: Inglês

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