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Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance
Dufrenot, Gilles; Mignon, Valerie
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Description for Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance
Hardback. Provides insights on nonlinear cointegration and error correction models. This book seeks to bring together developments on the subject that are scattered throughout the literature. It demonstrates the importance of NECM models for studying partial adjustment problems in macroeconomics and the efficient market hypothesis in finance. Num Pages: 300 pages, biography. BIC Classification: KCH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 235 x 155 x 19. Weight in Grams: 1420.
This book is an introductory exposition of different topics that emerged in the literature as unifying themes between two fields of econometrics of time series, namely nonlinearity and nonstationarity. Papers on these topics have exploded over the last two decades, but they are rarely ex amined together. There is, undoubtedly, a variety of arguments that justify such a separation. But there are also good reasons that motivate their combination. People who are reluctant to a combined analysis might argue that nonlinearity and nonstationarity enhance non-trivial problems, so their combination does not stimulate interest in regard to plausibly increased difficulties. This ... Read more
This book is an introductory exposition of different topics that emerged in the literature as unifying themes between two fields of econometrics of time series, namely nonlinearity and nonstationarity. Papers on these topics have exploded over the last two decades, but they are rarely ex amined together. There is, undoubtedly, a variety of arguments that justify such a separation. But there are also good reasons that motivate their combination. People who are reluctant to a combined analysis might argue that nonlinearity and nonstationarity enhance non-trivial problems, so their combination does not stimulate interest in regard to plausibly increased difficulties. This ... Read more
Product Details
Format
Hardback
Publication date
2002
Publisher
Kluwer Academic Publishers United States
Number of pages
300
Condition
New
Number of Pages
300
Place of Publication
New York, NY, United States
ISBN
9781402070297
SKU
V9781402070297
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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