Dynamic model analysis : advanced matrix methods and unit root econometrics representation theorems
Year of publication: |
2009 ; 2. ed.
|
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Authors: | Faliva, Mario ; Zoia, Maria Grazia |
Publisher: |
Berlin : Springer |
Subject: | Ökonometrie | Econometrics | Zeitreihenanalyse | Time series analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Einheitswurzeltest | Unit root test | Lineare Algebra | Linear algebra | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Vektor-autoregressives Modell | Einheitswurzel | Kointegration | Matrixverfahren |
Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [deposit.dnb.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
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Dynamic Model Analysis : Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems
Faliva, Mario, (2009)
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Faliva, Mario, (2006)
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Faliva, Mario, (2006)
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ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS
Faliva, Mario, (2002)
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A Neat Derivation of the Representation Theorem for I (2) Processes
Faliva, Mario, (2002)
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On a Partitioned Inversion Formula having Useful Applications in Econometrics
Faliva, Mario, (2000)
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