TY  - BOOK
AU  - Welfe,Aleksander
TI  - New directions in macromodelling
SN  - 0444516336
AV  - HB141 .N49 2004
U1  - 330.015195 22
PY  - 2004///
CY  - Amsterdam, Boston
PB  - Elsevier
KW  - Econometric models
N1  - Includes bibliographical references indexes; Modelling volatility and its implication for European economic integration / Stephen G. Hall -- Causality and exogeneity in non-stationary economic time series / David F. Hendry -- A small sample correction of the Dickey-Fuller test / Søren Johansen -- Inflation, money growth, and I(2) analysis / Katarina Juselius -- Recent advances in cointegration analysis / Helmut Lütkepohl -- The use of econometric models in economic policy analysis / Grayham E. Mizon -- Bayesian comparison of bivariate GARCH processes : the role of the conditional mean specification / Jacek Osiewalski, Mateusz Pipień -- Modelling Polish economy : an application of SVEqCM / Aleksander Welfe, Piotr Karp, Piotr Kębłowski -- Optimal lag structure selection in VEC-models / Peter Winker, Dietmar Maringer
N2  - The monograph concentrates on recent developments in modelling economic processes on a macro level. It focuses on two main areas, namely, co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1) as well as I(2) variables and structuralization of VAR
UR  - http://www.loc.gov/catdir/enhancements/fy0632/2006273116-d.html
ER  -