Dynamic Econometrics : Models and Applications

by Francis J. Bismans, Olivier Damette

1. General Introduction -- 2. Dynamics in Econometrics -- 3. Estimating the Model -- 4. Testing the Model -- 5. Non-Stationarity and Cointegration -- 6. Specifying the ARDL Model -- 7. Vector Autoregressions -- 8. Panel Data Models -- 9. Non-Stationary Panels -- 10. The Binary Qualitative Model.

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Year of publication:	2025
Authors:	Bismans, Francis ; Damette, Olivier
Publisher:	2025.: Cham : Springer Nature Switzerland 2025.: Cham : Imprint: Palgrave Macmillan
Subject:	Dynamic Econometrics \| ARDL Models \| Least Squares \| Cointegration \| Panel Data \| Non-Linear Models \| Probit Models \| Vector autoregressions \| Non-stationary models \| Advanced econometric modelling \| Kointegration \| Schätztheorie \| Estimation theory \| Ökonometrie \| Econometrics \| Makroökonometrie \| Macroeconometrics \| VAR-Modell \| VAR model \| Panel \| Panel study \| Probit-Modell \| Probit model \| Zeitreihenanalyse \| Time series analysis \| Mikroökonometrie \| Microeconometrics \| Dynamische Ökonometrie \| Dynamic econometrics

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Extent:	1 Online-Ressource (XXII, 349 p. 31 illus., 2 illus. in color.)
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-031-72910-2 ; 978-3-031-72909-6 ; 978-3-031-72911-9
Other identifiers:	10.1007/978-3-031-72910-2 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015206755