Why Frequency Matters For Unit Root Testing
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Almost All About Unit Roots
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Author : In Choi
language : en
Publisher: Cambridge University Press
Release Date : 2015-05-12
Almost All About Unit Roots written by In Choi and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-12 with Business & Economics categories.
Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.
Unit Roots Cointegration And Structural Change
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Author : G. S. Maddala
language : en
Publisher: Cambridge University Press
Release Date : 1998
Unit Roots Cointegration And Structural Change written by G. S. Maddala and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Business & Economics categories.
Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. The volume provides an analysis of unit root tests, problems with unit root testing, estimation of cointegration systems, cointegration tests, and econometric estimation with integrated regressors. The authors also present the Bayesian approach to these problems and bootstrap methods for small-sample inference. The chapters on structural change discuss the problems of unit root tests and cointegration under structural change, outliers and robust methods, the Markov-switching model and Harvey's structural time series model. Unit Roots, Cointegration and Structural Change is a major contribution to Themes in Modern Econometrics, of interest both to specialists and graduate and upper-undergraduate students.
Global Issues In Banking And Finance
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Author : Nesrin Ozatac
language : en
Publisher: Springer Nature
Release Date : 2019-10-17
Global Issues In Banking And Finance written by Nesrin Ozatac and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-17 with Business & Economics categories.
This volume presents current developments in the fields of banking and finance from an international perspective. Featuring contributions from the 4th International Conference on Banking and Finance Perspectives (ICBFP), this volume serves as a valuable forum for discussing current issues and trends in the banking and financial sectors, especially in light of the global economic challenges triggered by financial institutions. Using the latest theoretical models, new perspectives are brought to topics such as international banking and finance, Islamic banking, fintech, and corporate finance. Offering an opportunity to explore the challenges of a rapidly changing industry, this volume will be of interest to academics, policy makers, and scholars in the fields of banking, insurance, and finance.
Money Matters
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Author : Alan Arthur Walters
language : en
Publisher: Edward Elgar Publishing
Release Date : 2004-01-01
Money Matters written by Alan Arthur Walters and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-01-01 with Business & Economics categories.
As a tribute to the exceptional contributions of Alan Walters to monetary theory and policy, this book draws together a distinguished cast of international contributors to write about money. In a series of essays they review controversies in monetary economics and debate current policy issues. Combining theoretical analysis with policy evaluation, this book touches on a whole spectrum of issues ranging from monetary union and exchange rate regimes, to credit rationing and policy games. The book focuses on the problems of modeling the effects of monetary and fiscal policy, and setting optimal policies for the future. It concludes with two stimulating panel discussions, one questioning whether the UK should join the Euro and the other discussing the appropriate targets of monetary policy.
Unit Root Tests In Time Series Volume 1
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Author : K. Patterson
language : en
Publisher: Springer
Release Date : 2011-02-25
Unit Root Tests In Time Series Volume 1 written by K. Patterson and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-02-25 with Business & Economics categories.
Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in time series, developing the concepts necessary to understand the key theoretical and practical models in unit root testing.
Empirical Vector Autoregressive Modeling
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Author : Marius Ooms
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Empirical Vector Autoregressive Modeling written by Marius Ooms and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that it does not seem sensible to address them one at a time. As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself and which problems one will leave unresolved or to be solved by others. From a theoretic point of view it can be fruitful to concentrate oneself on only one problem. If one follows this strategy in empirical application one runs a serious risk of making a seemingly interesting model, that is just a corollary of some important mistake in the handling of other problems. Two well known examples of statistical artifacts are the finding of Kuznets "pseudo-waves" of about 20 years in economic activity (Sargent (1979, p. 248)) and the "spurious regression" of macroeconomic time series described in Granger and Newbold (1986, §6. 4). The easiest way to get away with possible mistakes is to admit they may be there in the first place, but that time constraints and unfamiliarity with the solution do not allow the researcher to do something about them. This can be a viable argument.
Perspectives On Applied Economics And Politics Cases From Turkey
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Author : Kerem Karabulut
language : en
Publisher: IJOPEC PUBLICATION
Release Date : 2019-11-10
Perspectives On Applied Economics And Politics Cases From Turkey written by Kerem Karabulut and has been published by IJOPEC PUBLICATION this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-10 with Business & Economics categories.
The main characteristic that distinguishes this book from its peers is that it contributes to the literature by combining multi-faceted information and different topics from sub-disciplines in the field of economic and administrative sciences. To illustrate, from one side, the book provides useful information on the social, political, cultural, and environmental studies, on the other side, it offers evaluation of the current macroeconomic issues for the World and Turkey’s economy. Thus, students and all readers who are interested in these topics would be able to comprehend all the related areas more easily by making connections with current developments and taking advantage of the examples in the book. In addition, the book provides convenience to reades with its classification in 5 main chapters and with its fluent and simple narrative. Therefore, this book is a study that can be used by all segments of society who are interested in socio-economic developments and changes.
Handbook Of Research On Strategic Business Infrastructure Development And Contemporary Issues In Finance
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Author : Ray, Nilanjan
language : en
Publisher: IGI Global
Release Date : 2014-02-28
Handbook Of Research On Strategic Business Infrastructure Development And Contemporary Issues In Finance written by Ray, Nilanjan and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02-28 with Business & Economics categories.
The dynamic economic climate invites participants who are grounded in strategic financial management and infrastructure development. Thus, a lack of sufficient infrastructure, in both quality and quantity, often disqualifies developing countries from being key players in the global economy and influences other socioeconomic problems like unemployment, quality of work life, and quality of life. Handbook of Research on Strategic Business Infrastructure Development and Contemporary Issues in Finance discusses the efficiency of good infrastructure and its impact on socioeconomic growth and socioeconomic development in general and addresses contemporary aspects of the strategic financial management essential for accomplishing the objective of wealth maximization in today's challenging and competitive economy. This book is an essential research work for policy makers, government workers and NGO employees, as well as academicians and researchers in the fields of business, finance, marketing, management, accounting, MIS, public administration, economics, and law.
Economic Issues In Retrospect And Prospect Ii
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Author : Alexandra Górecka
language : en
Publisher: IJOPEC PUBLICATION
Release Date :
Economic Issues In Retrospect And Prospect Ii written by Alexandra Górecka and has been published by IJOPEC PUBLICATION this book supported file pdf, txt, epub, kindle and other format this book has been release on with Business & Economics categories.
Unit Root Tests In Time Series Volume 2
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Author : K. Patterson
language : en
Publisher: Springer
Release Date : 2012-07-05
Unit Root Tests In Time Series Volume 2 written by K. Patterson and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-07-05 with Business & Economics categories.
Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.