Dynamic Model Analysis : advanced matrix methods and unit-root econometrics representation theorems

＜図書＞
Dynamic Model Analysis : advanced matrix methods and unit-root econometrics representation theorems

責任表示	Mario Faliva, Maria Grazia Zoia
データ種別	図書
版	2nd ed.
出版情報	Berlin : Springer , c2009
本文言語	英語
大きさ	x, 218 p. ; 24 cm
概要	This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the structural with the time series approaches, and by focusing on representation theorems of integrated...processes. The book provides mainly a self-contained, rigorous as well as innovative, analytic setting to guide formulation and solution in closed form of vector autoregressive (VAR) models with unit roots. The second edition implements the latest research work by the second author on linear matrix polynomials whence a further breakthought on the topic is gained. Its emphasis is placed on representation theorems, conjugating an elegant reappraisal of classical results with original insights which widen their information content. A unified representation theorem of new conception is established, which duly shapes the contours of the cointegration features of VAR solutions, providing not only a contribution to clarity but also new stimuli in this fascinating field of research as a spin-off. Book jacket.続きを見る
目次	The algebraic framework of unit-root econometrics The statistical setting Econometric dynamic models : from classical econometrics to time series econometrics.

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
		理系図3F 数理独自	FALI/30/1	2009		023212008007115		予約・取寄			予約・取寄

一般注記	Includes bibliographical references (p. [213]-214)
著者標目	*Faliva, Mario Zoia, Maria Grazia
書誌ID	1001244786
ISBN	9783540859956
NCID	BA88328737
巻冊次	ISBN:9783540859956
登録日	2009.09.18
更新日	2009.11.02