New directions in macromodelling:
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Bibliographic Details
Format: Electronic eBook
Language:English
Published: Amsterdam Elsevier 2004
Edition:1st ed
Series:Contributions to economic analysis v. 269
Subjects:
Online Access:FAW01
FAW02
Volltext
Item Description:Includes bibliographical references and index
Modelling volatility and its implication for European economic integration / Stephen G. Hall -- Causality and exogeneity in non-stationary economic time series / David F. Hendry -- A small sample correction of the Dickey-Fuller test / Søren Johansen -- Inflation, money growth, and I(2) analysis / Katarina Juselius -- Recent advances in cointegration analysis / Helmut Lütkepohl -- The use of econometric models in economic policy analysis / Grayham E. Mizon -- Bayesian comparison of bivariate GARCH processes : the role of the conditional mean specification / Jacek Osiewalski, Mateusz Pipień -- Modelling Polish economy : an application of SVEqCM / Aleksander Welfe, Piotr Karp, Piotr Kębłowski -- Optimal lag structure selection in VEC-models / Peter Winker, Dietmar Maringer
Physical Description:1 Online-Ressource (xii, 236 p.)
ISBN:0080459226
1849508305
9780080459226
9780444516336
9781849508308

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