Extent: | Online-Ressource (X, 144 p, digital) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Literaturverz. S. 133 - 135 Preface; CONTENTS; 1 The Algebraic Framework of Unit-Root Econometrics; 1.1 Generalized Inverses and Orthogonal Complements; 1.2 Partitioned Inversion: Classical and Newly Found Results; 1.3 Matrix Polynomials: Preliminaries; 1.4 Matrix Polynomial Inversion by Laurent Expansion; 1.5 Matrix Polynomials and Difference Equation Systems; 1.6 Matrix Coefficient Rank Properties vs. Pole Order in Matrix Polynomial Inversion; 1.7 Closed-Forms of Laurent Expansion Coefficient Matrices; 2 The Statistical Setting; 2.1 Stochastic Processes: Preliminaries; 2.2 Principal Multivariate Stationary Processes 2.3 The Source of Integration and the Seeds of Cointegration2.4 A Glance at Integrated and Cointegrated Processes; Appendix. Integrated Processes, Stochastic Trends and Role of Cointegration; 3 Econometric Dynamic Models: from Classical to Time Series Econometrics; 3.1 Macroeconometric Structural Models Versus VAR Models; 3.2 Basic VAR Specifications and Engendered Processes; 3.3 A Sequential Rank Criterion for the Integration Order of a VAR Solution; 3.4 Representation Theorems for Processes /(I); 3.5 Representation Theorems for Processes / (2); 3.6 A Unified Representation Theorem Appendix. Empty MatricesReferences; Notational Conventions, Symbols and Acronyms; List of Definitions; List of Theorems, Corollaries and Propositions |
ISBN: | 978-3-540-29239-5 ; 978-3-540-26196-4 |
Other identifiers: | 10.1007/3-540-29239-X [DOI] |
Classification: | Wahrscheinlichkeitsrechnung ; Methoden und Techniken der Betriebswirtschaft |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013520512