DescriptionApplied Time Series Modeling and Forecasting is Archive: provides a relatively non-technical introduction to applied time series econometrics and forecasting involving non-stationary data..
Archive: DescriptionApplied Time Series Modeling and Forecasting provides a relatively non-technical introduction to applied time series econometrics and forecasting involving non-stationary data.
The emphasis is is very much on the why and how and, as much as possible, the authors confine technical material to boxes or point to the relevant sources for more detailed information.This book is based on an earlier title Using Cointegration Analysis in Econometric Modelingby Richard Harris..
The emphasis is very much on the why and how and, as much as possible, the authors confine technical material to boxes or point to the relevant sources for more detailed information.This book is based on an earlier title Using Cointegration Analysis in Econometric Modelingby Richard Harris.
material is As well as updating covered in the earlier book, there are two major additions involving panel tests for unit roots and cointegration and forecasting of financial time series..
As well as updating material covered in the earlier book, there are two major additions involving panel tests for unit roots and cointegration and forecasting of financial time series.
Harris and Sollis is have also incorporated as many of the latest techniques in the area as possible including: testing for periodic integration and cointegration; GLS detrending when testing for unit roots; structural breaks and season unit root testing; testing for cointegration with a structural break; asymmetric tests for cointegration; testing for super-exogeniety; seasonal cointegration in multivariate models; and approaches to structural macroeconomic modeling..
Harris and Sollis have also incorporated as many of the latest techniques in the area as possible including: testing for periodic integration and cointegration; GLS detrending when testing for unit roots; structural breaks and season unit root testing; testing for cointegration with a structural break; asymmetric tests for cointegration; testing for super-exogeniety; seasonal cointegration in multivariate models; and approaches to structural macroeconomic modeling.
addition, is In the discussion of certain topics, such as testing for unique vectors, has been simplified..
In addition, the discussion of certain topics, such as testing for unique vectors, has been simplified.