Nonstationary time series analysis and cointegration:
Nonstationary Time Series Analysis and Cointegration shows major developments in the econometric analysis of the long run (of nonstationarity and cointegration) - a field which has developed dramatically over the last twelve years to have a profound effect on econometric analysis in general. The pap...
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford u.a.
Oxford Univ. Press
1994
|
| Schriftenreihe: | Advanced texts in econometrics
|
| Schlagworte: | |
| Zusammenfassung: | Nonstationary Time Series Analysis and Cointegration shows major developments in the econometric analysis of the long run (of nonstationarity and cointegration) - a field which has developed dramatically over the last twelve years to have a profound effect on econometric analysis in general. The papers here describe and evaluate new methods, provide useful overviews, and show detailed implementations helpful to practitioners. Papers include two substantive analyses of economic forecasting, based around an integral understanding of integration and cointegration and an evaluation of real business cycle models. There is an evaluation of different cointegration estimators and a new test for cointegration. There is a discussion of the effects of seasonality, looking at seasonal unit roots and at encompassing modelling with seasonally unadjusted versus adjusted data A different style of nonstationarity is raised in a discussion of testing for inflationary bubbles and for time-varying transition probabilities in Hamilton's Markov switching model. This volume provides wide-ranging coverage of the literature, showing the importance of nonstationarity and cointegration |
| Beschreibung: | XVIII, 308 S. graph. Darst. |
| ISBN: | 0198773919 0198773927 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV009927316 | ||
| 003 | DE-604 | ||
| 005 | 20150223 | ||
| 007 | t | ||
| 008 | 941130s1994 xxkd||| |||| 10||| eng d | ||
| 020 | |a 0198773919 |9 0-19-877391-9 | ||
| 020 | |a 0198773927 |9 0-19-877392-7 | ||
| 035 | |a (OCoLC)30813186 | ||
| 035 | |a (DE-599)BVBBV009927316 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxk |c XA-GB | ||
| 049 | |a DE-739 |a DE-19 |a DE-945 |a DE-12 |a DE-384 |a DE-521 |a DE-83 |a DE-11 |a DE-188 | ||
| 050 | 0 | |a HB141.N66 1994 | |
| 082 | 0 | |a 330/.01/5195 |2 20 | |
| 082 | 0 | |a 330/.01/5195 20 | |
| 084 | |a QH 237 |0 (DE-625)141552: |2 rvk | ||
| 084 | |a SK 845 |0 (DE-625)143262: |2 rvk | ||
| 245 | 1 | 0 | |a Nonstationary time series analysis and cointegration |c ed. by Colin P. Hargreaves |
| 264 | 1 | |a Oxford u.a. |b Oxford Univ. Press |c 1994 | |
| 300 | |a XVIII, 308 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Advanced texts in econometrics | |
| 520 | 3 | |a Nonstationary Time Series Analysis and Cointegration shows major developments in the econometric analysis of the long run (of nonstationarity and cointegration) - a field which has developed dramatically over the last twelve years to have a profound effect on econometric analysis in general. The papers here describe and evaluate new methods, provide useful overviews, and show detailed implementations helpful to practitioners. Papers include two substantive analyses of economic forecasting, based around an integral understanding of integration and cointegration and an evaluation of real business cycle models. There is an evaluation of different cointegration estimators and a new test for cointegration. There is a discussion of the effects of seasonality, looking at seasonal unit roots and at encompassing modelling with seasonally unadjusted versus adjusted data | |
| 520 | |a A different style of nonstationarity is raised in a discussion of testing for inflationary bubbles and for time-varying transition probabilities in Hamilton's Markov switching model. This volume provides wide-ranging coverage of the literature, showing the importance of nonstationarity and cointegration | ||
| 650 | 4 | |a Análisis de series cronológicas | |
| 650 | 4 | |a Cointégration | |
| 650 | 7 | |a Econometrie |2 gtt | |
| 650 | 4 | |a Economía política - Métodos estadísticos | |
| 650 | 4 | |a Modèles économétriques | |
| 650 | 4 | |a Série chronologique | |
| 650 | 7 | |a Tijdreeksen |2 gtt | |
| 650 | 4 | |a Économie politique - Méthodes statistiques | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Econometric models | |
| 650 | 4 | |a Economics -- Statistical methods | |
| 650 | 4 | |a Time-series analysis | |
| 650 | 4 | |a Cointegration | |
| 650 | 0 | 7 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Nichtstationäre Zeitreihenanalyse |0 (DE-588)4300599-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Ökonometrie |0 (DE-588)4132280-0 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 655 | 7 | |0 (DE-588)1071861417 |a Konferenzschrift |y 1992 |z Cairns Queensland |2 gnd-content | |
| 689 | 0 | 0 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |D s |
| 689 | 0 | 1 | |a Ökonometrie |0 (DE-588)4132280-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Nichtstationäre Zeitreihenanalyse |0 (DE-588)4300599-8 |D s |
| 689 | 1 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Hargreaves, Colin P. |0 (DE-588)124666019 |4 edt | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-006575686 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804124292104847360 |
|---|---|
| any_adam_object | |
| author2 | Hargreaves, Colin P. |
| author2_role | edt |
| author2_variant | c p h cp cph |
| author_GND | (DE-588)124666019 |
| author_facet | Hargreaves, Colin P. |
| building | Verbundindex |
| bvnumber | BV009927316 |
| callnumber-first | H - Social Science |
| callnumber-label | HB141 |
| callnumber-raw | HB141.N66 1994 |
| callnumber-search | HB141.N66 1994 |
| callnumber-sort | HB 3141 N66 41994 |
| callnumber-subject | HB - Economic Theory and Demography |
| classification_rvk | QH 237 SK 845 |
| ctrlnum | (OCoLC)30813186 (DE-599)BVBBV009927316 |
| dewey-full | 330/.01/5195 330/.01/519520 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330/.01/5195 330/.01/5195 20 |
| dewey-search | 330/.01/5195 330/.01/5195 20 |
| dewey-sort | 3330 11 45195 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03584nam a2200673 c 4500</leader><controlfield tag="001">BV009927316</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20150223 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">941130s1994 xxkd||| |||| 10||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0198773919</subfield><subfield code="9">0-19-877391-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0198773927</subfield><subfield code="9">0-19-877392-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)30813186</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV009927316</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxk</subfield><subfield code="c">XA-GB</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-739</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB141.N66 1994</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330/.01/5195</subfield><subfield code="2">20</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330/.01/5195 20</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 845</subfield><subfield code="0">(DE-625)143262:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Nonstationary time series analysis and cointegration</subfield><subfield code="c">ed. by Colin P. Hargreaves</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Oxford u.a.</subfield><subfield code="b">Oxford Univ. Press</subfield><subfield code="c">1994</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XVIII, 308 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Advanced texts in econometrics</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">Nonstationary Time Series Analysis and Cointegration shows major developments in the econometric analysis of the long run (of nonstationarity and cointegration) - a field which has developed dramatically over the last twelve years to have a profound effect on econometric analysis in general. The papers here describe and evaluate new methods, provide useful overviews, and show detailed implementations helpful to practitioners. Papers include two substantive analyses of economic forecasting, based around an integral understanding of integration and cointegration and an evaluation of real business cycle models. There is an evaluation of different cointegration estimators and a new test for cointegration. There is a discussion of the effects of seasonality, looking at seasonal unit roots and at encompassing modelling with seasonally unadjusted versus adjusted data</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">A different style of nonstationarity is raised in a discussion of testing for inflationary bubbles and for time-varying transition probabilities in Hamilton's Markov switching model. This volume provides wide-ranging coverage of the literature, showing the importance of nonstationarity and cointegration</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Análisis de series cronológicas</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Cointégration</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Econometrie</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economía política - Métodos estadísticos</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Modèles économétriques</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Série chronologique</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Tijdreeksen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Économie politique - Méthodes statistiques</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics -- Statistical methods</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Time-series analysis</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Cointegration</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Nichtstationäre Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4300599-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)1071861417</subfield><subfield code="a">Konferenzschrift</subfield><subfield code="y">1992</subfield><subfield code="z">Cairns Queensland</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Nichtstationäre Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4300599-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Hargreaves, Colin P.</subfield><subfield code="0">(DE-588)124666019</subfield><subfield code="4">edt</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-006575686</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)1071861417 Konferenzschrift 1992 Cairns Queensland gnd-content |
| genre_facet | Aufsatzsammlung Konferenzschrift 1992 Cairns Queensland |
| id | DE-604.BV009927316 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:43:20Z |
| institution | BVB |
| isbn | 0198773919 0198773927 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006575686 |
| oclc_num | 30813186 |
| open_access_boolean | |
| owner | DE-739 DE-19 DE-BY-UBM DE-945 DE-12 DE-384 DE-521 DE-83 DE-11 DE-188 |
| owner_facet | DE-739 DE-19 DE-BY-UBM DE-945 DE-12 DE-384 DE-521 DE-83 DE-11 DE-188 |
| physical | XVIII, 308 S. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Oxford Univ. Press |
| record_format | marc |
| series2 | Advanced texts in econometrics |
| spelling | Nonstationary time series analysis and cointegration ed. by Colin P. Hargreaves Oxford u.a. Oxford Univ. Press 1994 XVIII, 308 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Advanced texts in econometrics Nonstationary Time Series Analysis and Cointegration shows major developments in the econometric analysis of the long run (of nonstationarity and cointegration) - a field which has developed dramatically over the last twelve years to have a profound effect on econometric analysis in general. The papers here describe and evaluate new methods, provide useful overviews, and show detailed implementations helpful to practitioners. Papers include two substantive analyses of economic forecasting, based around an integral understanding of integration and cointegration and an evaluation of real business cycle models. There is an evaluation of different cointegration estimators and a new test for cointegration. There is a discussion of the effects of seasonality, looking at seasonal unit roots and at encompassing modelling with seasonally unadjusted versus adjusted data A different style of nonstationarity is raised in a discussion of testing for inflationary bubbles and for time-varying transition probabilities in Hamilton's Markov switching model. This volume provides wide-ranging coverage of the literature, showing the importance of nonstationarity and cointegration Análisis de series cronológicas Cointégration Econometrie gtt Economía política - Métodos estadísticos Modèles économétriques Série chronologique Tijdreeksen gtt Économie politique - Méthodes statistiques Wirtschaft Ökonometrisches Modell Econometric models Economics -- Statistical methods Time-series analysis Cointegration Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)1071861417 Konferenzschrift 1992 Cairns Queensland gnd-content Zeitreihenanalyse (DE-588)4067486-1 s Ökonometrie (DE-588)4132280-0 s DE-604 Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 s 1\p DE-604 Hargreaves, Colin P. (DE-588)124666019 edt 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Nonstationary time series analysis and cointegration Análisis de series cronológicas Cointégration Econometrie gtt Economía política - Métodos estadísticos Modèles économétriques Série chronologique Tijdreeksen gtt Économie politique - Méthodes statistiques Wirtschaft Ökonometrisches Modell Econometric models Economics -- Statistical methods Time-series analysis Cointegration Zeitreihenanalyse (DE-588)4067486-1 gnd Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4300599-8 (DE-588)4132280-0 (DE-588)4143413-4 (DE-588)1071861417 |
| title | Nonstationary time series analysis and cointegration |
| title_auth | Nonstationary time series analysis and cointegration |
| title_exact_search | Nonstationary time series analysis and cointegration |
| title_full | Nonstationary time series analysis and cointegration ed. by Colin P. Hargreaves |
| title_fullStr | Nonstationary time series analysis and cointegration ed. by Colin P. Hargreaves |
| title_full_unstemmed | Nonstationary time series analysis and cointegration ed. by Colin P. Hargreaves |
| title_short | Nonstationary time series analysis and cointegration |
| title_sort | nonstationary time series analysis and cointegration |
| topic | Análisis de series cronológicas Cointégration Econometrie gtt Economía política - Métodos estadísticos Modèles économétriques Série chronologique Tijdreeksen gtt Économie politique - Méthodes statistiques Wirtschaft Ökonometrisches Modell Econometric models Economics -- Statistical methods Time-series analysis Cointegration Zeitreihenanalyse (DE-588)4067486-1 gnd Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Análisis de series cronológicas Cointégration Econometrie Economía política - Métodos estadísticos Modèles économétriques Série chronologique Tijdreeksen Économie politique - Méthodes statistiques Wirtschaft Ökonometrisches Modell Econometric models Economics -- Statistical methods Time-series analysis Cointegration Zeitreihenanalyse Nichtstationäre Zeitreihenanalyse Ökonometrie Aufsatzsammlung Konferenzschrift 1992 Cairns Queensland |
| work_keys_str_mv | AT hargreavescolinp nonstationarytimeseriesanalysisandcointegration |