Dynamic model analysis: advanced matrix methods and unit-root econometrics representation theorems
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2009
|
| Ausgabe: | 2. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
| Beschreibung: | 1. Aufl. u.d.T.: Faliva, Mario: Topics in dynamic model analysis |
| Beschreibung: | X, 218 S. 235 mm x 155 mm |
| ISBN: | 9783540859956 |
Internformat
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Datensatz im Suchindex
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| adam_text |
GESCANNT DURCH CONTENTS PREFACE TO THE SECOND EDITION VII PREFACE TO THE
FIRST EDITION IX 1 THE ALGEBRAIC FRAMEWORK OF UNIT- ROOT ECONOMETRICS 1
1.1 GENERALIZED INVERSES 1 1.2 ORTHOGONAL COMPLEMENTS 6 1.3 EMPTY
MATRICES 18 1.4 PARTITIONED INVERSION: CLASSIC AND NEWLY FOUND RESULTS
19 1.5 USEFUL MATRIX DECOMPOSITIONS : 30 1.6 MATRIX POLYNOMIAL
FUNCTIONS: ZEROES, ROOTSAND POLES 38 1.7 THE LAURENT FORM OF A
MATRIX-POLYNOMIAL INVERSE ABOUT A UNIT-ROOT 51 1.8 MATRIX POLYNOMIALS
AND DIFFERENCE EQUATION SYSTEMS 62 1.9 THE LINEAR MATRIX POLYNOMIAL 74
1.10 INDEX AND RANK PROPERTIES OF MATRIX COEFFICIENTS VS. POLE ORDER IN
MATRIX POLYNOMIAL INVERSION 84 1.11 CLOSED-FORMS OF LAURENT EXPANSION
COEFFICIENT MATRICES. FIRST APPROACH 97 1.12 CLOSED-FORMS OF LAURENT
EXPANSION COEFFICIENT MATRICES. SECOND APPROACH 111 2 THE STATISTICAL
SETTING 127 2.1 STOCHASTIC PROCESSES: PRELIMINARIES 127 2.2 PRINCIPAL
MULTIVARIATE STATIONARY PROCESSES 130 2.3 THE SOURCE OF INTEGRATION AND
THE SEEDS OF COINTEGRATION 142 2.4 INTEGRATED AND COINTEGRATED PROCESSES
145 2.5 CASTING AGLANCEAT THE BACKSTAGE OF VAR MODELLING 151 APPENDIX A
CONVENIENT REPARAMETRIZATION OF A VAR MODEL AND RELATED RESULTS 155
APPENDIX B INTEGRATED PROCESSES, STOCHASTIC TRENDS AND ROELE OF
COINTEGRATION 159 BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/990021033 DIGITALISIERT DURCH CONTENTS 3 ECONOMETRIC
DYNAMIC MODELS: FROM CLASSICAL ECONOMETRICS TO TIME SERIES ECONOMETRICS
161 3.1 MACROECONOMETRIC STRUCTURAL MODELS VERSUS VAR MODELS 161 3.2
BASIC VAR SPECIFICATIONS AND ENGENDERED PROCESSES 167 3.3 A SEQUENTIAL
RANK CRITERION FOR THE INTEGRATION ORDER OF A VAR SOLUTION 172 3.4
REPRESENTATION THEOREMS FOR PROCESSES I (1) 179 3.5 REPRESENTATION
THEOREMS FOR PROCESSES I (2) 189 3.6 A UNIFIED REPRESENTATION THEOREM
203 REFERENCES 213 NOTATIONAL CONVENTIONS, SYMBOLS AND ACRONYMS 215 LIST
OF DEFINITIONS 217 |
| adam_txt |
GESCANNT DURCH CONTENTS PREFACE TO THE SECOND EDITION VII PREFACE TO THE
FIRST EDITION IX 1 THE ALGEBRAIC FRAMEWORK OF UNIT- ROOT ECONOMETRICS 1
1.1 GENERALIZED INVERSES 1 1.2 ORTHOGONAL COMPLEMENTS 6 1.3 EMPTY
MATRICES 18 1.4 PARTITIONED INVERSION: CLASSIC AND NEWLY FOUND RESULTS
19 1.5 USEFUL MATRIX DECOMPOSITIONS : 30 1.6 MATRIX POLYNOMIAL
FUNCTIONS: ZEROES, ROOTSAND POLES 38 1.7 THE LAURENT FORM OF A
MATRIX-POLYNOMIAL INVERSE ABOUT A UNIT-ROOT 51 1.8 MATRIX POLYNOMIALS
AND DIFFERENCE EQUATION SYSTEMS 62 1.9 THE LINEAR MATRIX POLYNOMIAL 74
1.10 INDEX AND RANK PROPERTIES OF MATRIX COEFFICIENTS VS. POLE ORDER IN
MATRIX POLYNOMIAL INVERSION 84 1.11 CLOSED-FORMS OF LAURENT EXPANSION
COEFFICIENT MATRICES. FIRST APPROACH 97 1.12 CLOSED-FORMS OF LAURENT
EXPANSION COEFFICIENT MATRICES. SECOND APPROACH 111 2 THE STATISTICAL
SETTING 127 2.1 STOCHASTIC PROCESSES: PRELIMINARIES 127 2.2 PRINCIPAL
MULTIVARIATE STATIONARY PROCESSES 130 2.3 THE SOURCE OF INTEGRATION AND
THE SEEDS OF COINTEGRATION 142 2.4 INTEGRATED AND COINTEGRATED PROCESSES
145 2.5 CASTING AGLANCEAT THE BACKSTAGE OF VAR MODELLING 151 APPENDIX A
CONVENIENT REPARAMETRIZATION OF A VAR MODEL AND RELATED RESULTS 155
APPENDIX B INTEGRATED PROCESSES, STOCHASTIC TRENDS AND ROELE OF
COINTEGRATION 159 BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/990021033 DIGITALISIERT DURCH CONTENTS 3 ECONOMETRIC
DYNAMIC MODELS: FROM CLASSICAL ECONOMETRICS TO TIME SERIES ECONOMETRICS
161 3.1 MACROECONOMETRIC STRUCTURAL MODELS VERSUS VAR MODELS 161 3.2
BASIC VAR SPECIFICATIONS AND ENGENDERED PROCESSES 167 3.3 A SEQUENTIAL
RANK CRITERION FOR THE INTEGRATION ORDER OF A VAR SOLUTION 172 3.4
REPRESENTATION THEOREMS FOR PROCESSES I (1) 179 3.5 REPRESENTATION
THEOREMS FOR PROCESSES I (2) 189 3.6 A UNIFIED REPRESENTATION THEOREM
203 REFERENCES 213 NOTATIONAL CONVENTIONS, SYMBOLS AND ACRONYMS 215 LIST
OF DEFINITIONS 217 |
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| language | English |
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| spelling | Faliva, Mario Verfasser aut Dynamic model analysis advanced matrix methods and unit-root econometrics representation theorems Mario Faliva ; Maria Grazia Zoia 2. ed. Berlin [u.a.] Springer 2009 X, 218 S. 235 mm x 155 mm txt rdacontent n rdamedia nc rdacarrier 1. Aufl. u.d.T.: Faliva, Mario: Topics in dynamic model analysis Mathematisches Modell Econometrics Mathematical models Matrixverfahren (DE-588)4169123-4 gnd rswk-swf Vektor-autoregressives Modell (DE-588)4288533-4 gnd rswk-swf Einheitswurzel (DE-588)4996808-7 gnd rswk-swf Kointegration (DE-588)4347470-6 gnd rswk-swf Vektor-autoregressives Modell (DE-588)4288533-4 s Einheitswurzel (DE-588)4996808-7 s Kointegration (DE-588)4347470-6 s Matrixverfahren (DE-588)4169123-4 s DE-604 Zoia, Maria Grazia Verfasser aut Erscheint auch als Online-Ausgabe 978-3-540-85996-3 text/html http://deposit.dnb.de/cgi-bin/dokserv?id=3146473&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016804186&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Faliva, Mario Zoia, Maria Grazia Dynamic model analysis advanced matrix methods and unit-root econometrics representation theorems Mathematisches Modell Econometrics Mathematical models Matrixverfahren (DE-588)4169123-4 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Einheitswurzel (DE-588)4996808-7 gnd Kointegration (DE-588)4347470-6 gnd |
| subject_GND | (DE-588)4169123-4 (DE-588)4288533-4 (DE-588)4996808-7 (DE-588)4347470-6 |
| title | Dynamic model analysis advanced matrix methods and unit-root econometrics representation theorems |
| title_auth | Dynamic model analysis advanced matrix methods and unit-root econometrics representation theorems |
| title_exact_search | Dynamic model analysis advanced matrix methods and unit-root econometrics representation theorems |
| title_exact_search_txtP | Dynamic model analysis advanced matrix methods and unit-root econometrics representation theorems |
| title_full | Dynamic model analysis advanced matrix methods and unit-root econometrics representation theorems Mario Faliva ; Maria Grazia Zoia |
| title_fullStr | Dynamic model analysis advanced matrix methods and unit-root econometrics representation theorems Mario Faliva ; Maria Grazia Zoia |
| title_full_unstemmed | Dynamic model analysis advanced matrix methods and unit-root econometrics representation theorems Mario Faliva ; Maria Grazia Zoia |
| title_short | Dynamic model analysis |
| title_sort | dynamic model analysis advanced matrix methods and unit root econometrics representation theorems |
| title_sub | advanced matrix methods and unit-root econometrics representation theorems |
| topic | Mathematisches Modell Econometrics Mathematical models Matrixverfahren (DE-588)4169123-4 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Einheitswurzel (DE-588)4996808-7 gnd Kointegration (DE-588)4347470-6 gnd |
| topic_facet | Mathematisches Modell Econometrics Mathematical models Matrixverfahren Vektor-autoregressives Modell Einheitswurzel Kointegration |
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