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Cointegration for the Applied Economist B. Bhaskara Rao

Cointegration for the Applied Economist By B. Bhaskara Rao

Cointegration for the Applied Economist by B. Bhaskara Rao

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Summary

The first edition of this book has been described as a landmark book, being the first of its kind in applied econometrics. The main objective of the book is to help many applied economists, with a limited background in econometric estimation theory, to understand and apply widely used time eseries econometric techniques.

Cointegration for the Applied Economist Summary

Cointegration for the Applied Economist by B. Bhaskara Rao

The first edition of this book has been described as a landmark book, being the first of its kind in applied econometrics. This second edition is thoroughly revised and updated and explains how to use many recent technical developments in time series econometrics. The main objective of the book is to help many applied economists, with a limited background in econometric estimation theory, to understand and apply widely used time eseries econometric techniques.

Cointegration for the Applied Economist Reviews

'...this book is one of the best efforts to facilitate, encourage and stimulate applied econometric work...' - Reetika Garg, Indian Economic Review, January - June 2009

About B. Bhaskara Rao

JOSEPH P. BYRNE Lecturer, Department of Economics, University of Glasgow, UK DAVID A. DICKEY Statistcis Faculty, North Carolina State University, USA DARRYL HOLDEN Lecturer in Economics, University of Strathclyde, Glasgow, UK DENNIS W. JANSEN Professor of Economics, Texas A&M University, USA ROSELYNE JOYEUX Senior Lecturer in Economics, Macquarie University, Australia N.R. VASUDEVA MURTHY Professor of Economics, College of Business Administration, Creighton University, USA ROGER PERMAN Lecturer in Economics, University of Strathclyde, Glasgow, UK AMIT SEN Assistant Professor, Department of Economics, Xavier University, USA RON SMITH Birkbeck College, University of London, UK DANIEL THORNTON Assistant Vice President and Research Economist, Federal Reserve Bank of St Louis, USA.

Table of Contents

Introduction; B.B.Rao A Primer on Cointegration with an Application to Money and Income; D.A.Dickey, D.W.Jansen & D.L.Thornton Unit Roots and Cointegration for the Economist; D.Holden & R.Perman The Significance of Unit Roots and the Pitfalls of Mechanical Statistics; R.Smith Unit Roots and Structural Breaks: A Survey of the Literature; J.P.Byrne & R.Perman New Unit Root Tests Designed for the Trend-Break Stationary Alternative: Simulation Evidence and Empirical Applications; A.Sen How to Deal with Structural Breaks in Practical Cointegration Analysis?; R.Joyeux Panel Cointegration Analysis: An Empirical Example; N.R.V.Murthy

Additional information

NPB9781403996145
9781403996145
1403996148
Cointegration for the Applied Economist by B. Bhaskara Rao
B. Bhaskara Rao
New
Hardback
Palgrave USA
2007-08-24
260
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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