Cointegration for the Applied Economist
Author:   B. Bhaskara Rao
Publisher:   Palgrave USA
Edition:   Second Edition 2007
ISBN:  

9781403996145


Pages:   260
Publication Date:   24 August 2007
Format:   Hardback
Availability:   In Print   Availability explained
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Cointegration for the Applied Economist


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Author:   B. Bhaskara Rao
Publisher:   Palgrave USA
Imprint:   Palgrave Macmillan
Edition:   Second Edition 2007
Dimensions:   Width: 14.00cm , Height: 1.90cm , Length: 21.60cm
Weight:   0.508kg
ISBN:  

9781403996145


ISBN 10:   1403996148
Pages:   260
Publication Date:   24 August 2007
Audience:   Professional and scholarly ,  College/higher education ,  Professional & Vocational ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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

Reviews

Praise for the first edition: <br> This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for calculation, this approach is an excellent perception of the needs of senior undergraduates and graduate students. --W.P. Hogan, University of Sydney


Praise for the first edition: <br> This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for calculation, this approach is an excellent perception of the needs of senior undergraduates and graduate students. --W.P. Hogan, University of Sydney<br>


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


Author Information

B. BHASKARA RAO is Professor of Economics at the University of the South Pacific, Fiji. He was educated at the London School of Economics and received his PhD from the University of New South Wales. He has published in the Economic Journal, Review of Economics and Statistics, Economics Letters, Cambridge Journal of Economics, Southern Economic Journal, and many others. His research is in macroeconomics, economics of growth and applied time series econometrics.

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