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Co-trending: A Statistical System Analysis of Economic Trends

Jezik AngleščinaAngleščina
Knjiga Trda
Knjiga Co-trending: A Statistical System Analysis of Economic Trends Michio Hatanaka
Koda Libristo: 12836922
Založba Springer Verlag, Japan, avgust 2003
In macro-econometrics more attention needs to be paid to the relationships among deterministic trend... Celoten opis
? points 198 b
82.03
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In macro-econometrics more attention needs to be paid to the relationships among deterministic trends of different variables, or co-trending, especially when economic growth is of concern. The number of relationships, i.e., the co-trending rank, plays an important role in evaluating the veracity of propositions, particularly relating to the Japanese economic growth in view of the structural changes involved within it. This book demonstrates how to determine the co-trending rank from a given set of time series data for different variables. At the same time, the method determines how many of the co-trending relations also represent cointegrations. This enables us to perform statistical inference on the parameters of relations among the deterministic trends. Co-trending is an important contribution to the fields of econometric methods, macroeconomics, and time series analyses.

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O knjigi

Polni naslov Co-trending: A Statistical System Analysis of Economic Trends
Jezik Angleščina
Vezava Knjiga - Trda
Datum izida 2003
Število strani 115
EAN 9784431401582
ISBN 443140158X
Koda Libristo 12836922
Teža 380
Mere 162 x 243 x 12
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