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Ouvrages
This book confronts the practical problems of modelling aggregate time series data, in a systematic and intergrated framework. The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships[...]
Ouvrages
Robert F. Engle, Éditeur scientifique ; Clive William John Granger, Éditeur scientifique | Oxford : Oxford University Press | Advanced texts in econometrics | 1991In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run components of a pair or of a group or series), can be used to discuss some types of equilibrium and t[...]
Ouvrages
This book brings to the fore recent advances in econometrics for treatment effect analysis. It aims to put together various economic treatment effect models in a coherent fashion, determine those that can be parameters of interest, and show how [...]
Ouvrages
Panel data econometrics uses both time series and cross-sectional data sets that have repeated observations over time for the same individuals (individuals can be workers, households, firms, industries, regions, or countries). This book reviews [...]
Ouvrages
Andrew C. Harvey, Éditeur scientifique ; Tommaso Proietti, Éditeur scientifique | Oxford : Oxford University Press | Advanced texts in econometrics | 2005This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the me[...]
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Neil R. Ericsson, Éditeur scientifique ; John S. Irons, Éditeur scientifique | Oxford : Oxford University Press | Advanced texts in econometrics | 19944e de couv : "This book discusses the nature of exogeneity, a central concept in standard econometrics texts, and shows how to test for it through numerous substantive empirical examples from around the world, including the UK, Argentina, Denmar[...]
