Average customer rating:
|
Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics)
G. S. Maddala , and In-Moo Kim Manufacturer: Cambridge University Press ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 0521587824 |
Book Description
Time series analysis has undergone many changes during recent years with the advent of unit roots and cointegration. This textbook by G. S. Maddala and In-Moo Kim is based on a successful lecture program and provides a comprehensive review of these topics as well as structural change. G. S. Maddala is one of the most distinguished writers of graduate and undergraduate econometrics textbooks today and Unit Roots, Cointegration and Structural Change represents a major contribution that will be of interest both to specialists and graduate and undergraduate students.Customer Reviews:
Very Helpful.......2007-01-11
Very good high level introduction book.......2005-12-18
modern econometrics with latest developments.......2001-07-03
The asymptotic theory is well covered but the unique feature of the book is that it points out that the asymptotics can give very poor approximations in small to moderate sample sizes. The authors provide alternatives including the use of the bootstrap for standard error estimates, confidence bounds and hypothesis testing (particularly tests for unit roots).
It is clear and covers the important literature. Much like Franses book it covers bootstrap and Bayesian methods and really does provide a current and useful approach to important problems and methodology in econometrics.
It could be used for a special topics graduate course or as a supplement to a graduate course in econometrics.
Excellent Book.......2000-08-19
This one of the best book about cointegration.
Intuition behind modern time series analysis.......2000-04-24
Average customer rating: |
Unit Roots in Economic Time Series (Palgrave Texts in Econometrics)
Kerry Patterson Manufacturer: Palgrave Macmillan ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 1403902054 Release Date: 2008-01-22 |
Book Description
An analysis of economic time series is almost impossible without a detailed knowledge of concepts such as non-stationarity, integration and unit roots, yet the literature on these topics is immense. The last twenty years or so have seen the publication of hundreds of articles in this area. This book gives an authoritative overview of the literature providing direction and guidance; it also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.
Average customer rating:
|
Time Series, Unit Roots, and Cointegration
Phoebus Dhrymes Manufacturer: Academic Press ProductGroup: Book Binding: Hardcover ASIN: 0122146956 |
Book Description
This book addresses the need for a high-level analysis of unit roots and cointegration. Time Series, Unit Roots, and Cointegration integrates the theory of stationary sequences and issues arising in the estimation of their parameters, distributed lags, spectral density function, and cointegration. The book also includes topics that are important for understanding recent developments in the estimation and testing of cointegrated nonstationary sequences, such as Brownian motion, stochastic integration, and central limit theorems.Customer Reviews:
No Compromise Time Series Book.......2001-10-20
Average customer rating: |
Introduction to Modern Time Series Analysis
Gebhard Kirchgässner , and Jürgen Wolters Manufacturer: Springer ProductGroup: Book Binding: Hardcover ASIN: 354073290X |
Book Description
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It attempts to bridge the gap between methods and realistic applications. This book contains the most important approaches to analyse time series which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series Granger causality tests and vector autoregressive models are presented. For real applied work the modelling of nonstationary uni- or multivariate time series is most important. Therefore, unit root and cointegration analysis as well as vector error correction models play a central part. Modelling volatilities of financial time series with autoregressive conditional heteroskedastic models is also treated.
Average customer rating: |
Time-Series-Based Econometrics 'Unit Roots and Cointegration' (Advanced Texts in Econometrics)
Michio Hatanaka Manufacturer: Oxford University Press(UK) ProductGroup: Book Binding: Paperback ASIN: 0198773536 |
Book Description
In the last decade, time-series econometrics has made extraordinary developments on unit roots and cointegration. However, this progress has taken divergent directions, and has been subjected to criticism from outside the field. In this book, Professor Hatanaka surveys the field, examines those portions that are useful for macroeconomics, and responds to the criticism. His survey of the literature covers not only econometric methods, but also the application of these methods to macroeconomic studies. The most vigorous criticism has been that unit roots to do not exist in macroeconomic variables, and thus that cointegration analysis is irrelevant to macroeconomics. The judgement of this book is that unit roots are present in macroeconomic variables when we consider periods of 20 to 40 years, but that the critics may be right when periods of 100 years are considered. Fortunately, most of the time series data used for macroeconomic studies cover fall within the shorter time span. Among the numerous methods for unit roots and cointegration, those useful from macroeconomic studies are examined and explained in detail, without overburdening the reader with unnecessary mathematics. Other, less applicable methods are dicussed briefly, and their weaknesses are exposed. Hatanaka has rigourously based his judgements about usefulness on whether the inference is appropriate for the length of the data sets available, and also on whether a proper inference can be made on the sort of propositions that macroeconomists wish to test. This book highlights the relations between cointegration and economic theories, and presents cointegrated regression as a revolution in econometric methods. Its analysis is of relevance to academic and professional or applied econometricians. Step-by-step explanations of concepts and techniques make the book a self-contained text for graduate students.
Average customer rating: |
Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results [An article from: Journal of Economic Dynamics and Control]
W.W. Charemza , M. Lifshits , and S. Makarova Manufacturer: Elsevier ProductGroup: Book Binding: Digital ASIN: B000RR1VP4 |
Book Description
This digital document is a journal article from Journal of Economic Dynamics and Control, published by Elsevier in 2005. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Average customer rating: |
Do shocks last forever? Local persistency in economic time series [An article from: Journal of Macroeconomics]
L.R. Lima , and Z. Xiao Manufacturer: Elsevier ProductGroup: Book Binding: Digital ASIN: B000PDTEP4 |
Book Description
This digital document is a journal article from Journal of Macroeconomics, published by Elsevier in 2007. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Average customer rating: |
Estimating average economic growth in time series data with persistency [An article from: Journal of Macroeconomics]
Z. Xiao Manufacturer: Elsevier ProductGroup: Book Binding: Digital ASIN: B000RR1U82 |
Book Description
This digital document is a journal article from Journal of Macroeconomics, published by Elsevier in 2004. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Average customer rating: |
The informational value of unemployment statistics: A note on the time series properties of participation rates [An article from: Economics Letters]
M. Gustavsson , and P. Osterholm Manufacturer: Elsevier ProductGroup: Book Binding: Digital ASIN: B000P6OXKM |
Book Description
This digital document is a journal article from Economics Letters, published by Elsevier in 2006. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Average customer rating: |
Unit and fractional roots at the long run and the seasonal frequencies in macroeconomic time series. : An article from: International Advances in Economic Research
Luis A. Gil-Alana Manufacturer: Thomson Gale ProductGroup: Book Binding: Digital ASIN: B000FCW5HY Release Date: 2006-04-11 |
Book Description
This digital document is an article from International Advances in Economic Research, published by Thomson Gale on August 1, 2005. The length of the article is 5536 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
Average customer rating: |
Monetary Economics: Policy and its Theoretical Basis
Keith Bain , and Peter Howells Manufacturer: Palgrave Macmillan ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 0333792556 |
Book Description
Average customer rating: |
Monetary Theory As A Basis For Monetary Policy (International Economic Association Conference Volumes)
Manufacturer: Palgrave Macmillan ProductGroup: Book Binding: Hardcover ASIN: 0333748921 |
Book Description
Average customer rating: |
MONETARY THEORY AS A BASIS FOR MONETARY POLICY
Leijonhufvud A Manufacturer: PALGRAVE MACMILLAN ProductGroup: Book Binding: Paperback ASIN: B000N5BML8 |
Average customer rating: |
Monetary Theory As a Basis for Monetary Policy
Axel (Edt)/ International Leijonhufvud Manufacturer: Palgrave-Macmillan 01/1//2001 ProductGroup: Book Binding: Paperback ASIN: B000N5MR1M |
Average customer rating: |
Asian Business Wisdom: From Deals to Dot.Coms, Revised Edition
Manufacturer: Wiley ProductGroup: Book Binding: Paperback ASIN: 047147911X |
Book Description
Asian Business Wisdom Lessons from the Region's Best and Brightest Business Leaders "A compelling profile of the CEOs behind some of today's most successful Asian businesses. Asian Business Wisdom reveals the secrets behind their success and provides insights into succeeding not only in business, but in life." Guy Kawasaki CEO, Garage.com Author, Rules for Revolutionaries "Dinna Dayao has produced an inspirational compilation of both corporate and life philosophies from some of Asia's top business leaders. From the vision and dynamism which created the success of Asia's best known multinationals, through business models which lead to their success, to up-to-date lessons learned in the recent economic crisis, this is a comprehensive and in-depth review. From the fresh Business school graduate to the seasoned senior executive, Dayao provides a thoughtful and information-packed guide to managing-not just in our region but in the global environment which awaits us in the new millenium." Peter Bennett Managing Director Bennett Associates Ltd, Hong Kong "Successful business leaders have always been a good think tank for us to tap into for insights and inspiration. Dinna Dayao has put together in Asian Business Wisdom the best of the region's top business minds in the business arena. Great ideas selected with a deft hand. A really enjoyable read." Jeff Zhou Editor Chief Executive China "Asian Business Wisdom offers us a look into the hearts and minds of some of Asia's leading entrepreneurs and business builders. Despite the differences in age and cultures, common traits emerge from their business philosophies." Guillermo Luz Executive Director, Makati Business Club Managing Director, The Knowledge Institute
Average customer rating: |
Small Business Matters: Topics, Procedures, Strategies
Mary Frech McVicker Manufacturer: Chilton Book Company ProductGroup: Book Binding: Paperback ASIN: 0801978130 |
Average customer rating:
|
101 Ways to Captivate a Business Audience
Sue Gaulke Manufacturer: AMACOM/American Management Association ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 0814479200 |
Amazon.com
There's nothing worse than sitting in the audience while an inept speaker stumbles through an ill-conceived business presentation-- unless, of course, you're the one floundering in the spotlight. In 101 Ways to Captivate a Business Audience, Sue Gaulke, founder of the Speaker's Training Camp, strips the mysteries from the process by showing how to prepare and present an effective address that will successfully involve your audience and deliver your message.Customer Reviews:
Tried it out!.......2000-08-09
SPEAKERS BIBLE.......1998-01-26
Average customer rating:
|
Anatomy of a Job Search: A Nurse's Guide to Finding and Landing the Job You Want
Jeanna Bozell Manufacturer: Lippincott Williams & Wilkins ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 0874349508 |
Customer Reviews:
Not what I expected..........2005-08-24
Wow - I disagree.......2003-12-04
All you need to know about job search but were afraid to ask.......1999-12-10
A valuable and timely resource for nurses........1999-06-02
A practical guide--anyone could get a job using this........1999-06-01
Average customer rating: |
Anatomy of a job search: A nurse's guide to finding and landing the job you want.(Review) (book review): An article from: Dermatology Nursing
Janice Cuzzell Manufacturer: Jannetti Publications, Inc. ProductGroup: Book Binding: Digital ASIN: B0008IZOOQ Release Date: 2005-06-01 |
Book Description
This digital document is an article from Dermatology Nursing, published by Jannetti Publications, Inc. on August 1, 2000. The length of the article is 344 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
Average customer rating:
|
The Complete Idiot's Guide to Making Money Through Intuition
Rosanoff Manufacturer: Alpha ProductGroup: Book Binding: Paperback Similar Items: ASIN: 0028627407 |
Book Description
You're no idiot, of course. You've had hunches when you just knew that something was going to happen, and gut feelings about someone who should or shouldn't be trusted. But if you told your friends you were using those flashes of inspiration to help make money, they'd think you were from outer space, right? Don't beam up yet! The Complete Idiot's Guide to Making Money Through Intuition is here to help you create financial success. In this Complete Idiot's Guide, you get:
Customer Reviews:
the complete idiot's guide to making money through intuition.......2000-06-04
Average customer rating: |
The Complete Idiot's Guide to Making Money Through Intuition
Nancy Rosanoff Manufacturer: Alpha ProductGroup: Book Binding: Paperback ASIN: B000O8UX78 |
Average customer rating:
|
Wireless Nation: The Frenzied Launch of the Cellular Revolution in America
James B. Murray Jr. , and John Sidgmore Manufacturer: Perseus Books Group ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 0738203912 Release Date: 2001-07-03 |
Amazon.com
It may be hard to remember now, but until just a few years ago only an elite few could even hope to obtain a mobile phone--and the service they got, if they were fortunate enough to get any, was both technically mediocre and inordinately expensive.That all changed in the 1980s, of course, when cellular technology began moving from experimental to ubiquitous and those clunky early car phones went the way of the Model T and telephone operator. The subsequent rush to wireless has been one of the most dynamic business stories of our time, and James B. Murray Jr. does a fine job of running it down and sorting it out in Wireless Nation.
The negotiator of some of the industry's biggest deals as chairman and managing director of Columbia Capital, Murray has had firsthand access to most of the major players in the ongoing saga, and his book benefits tremendously from the insider's perspective that these connections helped forge. It also benefits from his novelist's eye, which virtually puts readers into the center of the action with big-time participants like McCaw Cellular's Craig McCaw as well as "regular folks" like a middle-aged truck driver named Bob Pelissier who snagged one of the country's first cellular licenses.
Moving effortlessly from Newfoundland to New York and Washington state to Washington, D.C., Murray deftly chronicles the emergence of the cell phone as a worldwide business and societal phenomenon. He also offers informed speculation on its future, as emergent wireless Internet connections promise to make current technology and consumer penetration look as quaint as a black dial telephone. --Howard Rothman
Book Description
Wireless Nation is two stories in one: it's the first definitive account of how the American cell phone industry evolved, and it's the inside story of the greatest government boondoggle in American history.Written by industry insider James B. Murray, Jr., Wireless Nation details the biggest, most misguided federal giveaway since the Oklahoma Land Rush. In the 1980s, the U.S. government handed out exclusive licenses to run new cell phone systems across the country. At first, the bureaucrats tried to distribute these licenses to qualified recipients, requiring companies to prove they could build and run a cell phone system. But then they changed the rules, leading to comically disastrous results.
From 1985 on, the government essentially ran a casino, awarding these invaluable licenses by lottery. Anyone could win, regardless of whether they'd ever run a business - or even seen a cell phone - before. Hucksters peddled applications to anyone who would buy, and all over America random people decided to try their luck. When the lottery drum stopped twirling, truck drivers, nurses, deep-sea divers and preachers suddenly found themselves newly minted cell phone entrepreneurs. Trouble was, they had no idea how to run a business.
Many of the random winners ended up selling their licenses to true operators - companies like McCaw Cellular, Metromedia, and the Bell phone companies, which were forced to scramble around doling out cash for these "free" licenses. The scattering of licenses among hundreds of lottery winners delayed the industry's development, and the giveaway robbed U.S. taxpayers of the billions of dollars that auctioning off the licenses would have brought.
Wireless Nation is the colorful, engaging account of the American cell phone industry's strange history. Despite the government's ham-handed policies, the wireless industry has flourished, forever changing the nature of communications in the U.S. Wireless Nation is the first book to tell the whole story of the hottest industry of the last two decades.
Customer Reviews:
Education, Entertainment, & Suspense.......2005-09-26
Great historical view of spectrum allocation in US.......2005-06-14
Wireless Evolution ;).......2004-12-07
Spectral Analysis.......2003-11-21
An entertaining historical account.......2003-07-31
Overall, I enjoyed the book and recommend it for professionals in any of the telecom fields.
Average customer rating: |
Wireless Nation: The Frenzied Launch of the Cellular Revolution in America
James B. Murray Manufacturer: Perseus Books Group ProductGroup: Book Binding: Paperback ASIN: B000WL8APE |
Books:
Recommended Books