Cointegration for the applied economist
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Cointegration for the applied economist

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Published by Palgrave Macmillan in Basingstoke, New York .
Written in English


  • Economics -- Statistical methods,
  • Correlation (Statistics),
  • Cointegration

Book details:

Edition Notes

Statementedited by B. Bhaskara Rao
ContributionsBhaskara Rao, B., 1939-
LC ClassificationsHB137 .C65 2007
The Physical Object
Paginationxix, 260 p. :
Number of Pages260
ID Numbers
Open LibraryOL17240510M
ISBN 101403996148
ISBN 109781403996145

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- Professor W.P. Hogan, The University of Sydney Applied economists, with modest econometric background, are now desperately looking for expository literature on the unit roots and cointegration techniques. This volume of expository essays is written for them. Rao also summarizes the steps of conducting unit roots and cointegration tests. The book is designed to serve the non-technical applied economist and for use by the undergraduate or graduate student interested in this field. I generally agree that the book is pedagogically useful and can serve the intended purpose. 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 . Cointegration for the applied economist. [B Bhaskara Rao;] -- This volume of expository essays brings recent theoretical developments on unit roots and cointegration within the reach of the average applied economist. Contributors include well-known experts Your Web browser is not enabled for JavaScript.

Cointegration for the applied economist. [B Bhaskara Rao;] -- "This second edition is revised and updated and explains how to use many recent technical developments in time series econometrics. The main objective of this book is to help many applied economists. Book Review: Cointegration for the Applied Economist. Reetika Garg (). Indian Economic Review, , vol. 44, issue 1, Abstract: Book Review of B. Bhaskara Rao, Cointegration for the Applied Economist, Second Edition, Palgrave Macmillan, Great Britain, , pp. xx + , ISBN Date: References: Add references at CitEc Author: Reetika Garg. List of Tables x List of Figures and Screens xiii Preface to the First Edition xiv Preface to the Second Edition xvi Notes on Contributors xviii 1 Introduction 1 B. Bhaskara Rao • Introduction 1 Unit roots and cointegration 1 Economic implications 3 An overview of the papers 5 Concluding observations 8 2 A Primer on Cointegration File Size: KB. Interested in reviewing for Applied Economics? Register yourself on the submission site here. Do interest groups reward politicians for their votes in the legislature? Evidence from the great recession. Does real U.K. GDP have a unit root? Evidence from a multi-century perspective. Do immigrants delay retirement and social security claiming?

find cointegration for the applied economist or just about any type of ebooks, for any type of product. Best of all, they are entirely free to find, use and File Size: 37KB. models use Johansen’s () book. Cointegration theory is de nitely the innovation in theoretical econometrics that has cre- ated the most interest among economists in the last decade. The de nition in the simple caseFile Size: KB.   Ahmad, J. and S. Harnhirun () “Cointegration and Causality Between Exports and Economic Growth: Evidence from the ASEAN Countries.” The Canadian Journal of Econom S– Google ScholarCited by: 7. Buy the Hardcover Book Cointegration For The Applied Economist by B. Bhaskara Rao at , Canada's largest bookstore. Free shipping and pickup in store on eligible orders. The first edition of this book has been described as a landmark book, being the first of its kind in applied econometrics.