Posted by **fdts** at Jan. 29, 2016

by Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm

English | 2006 | ISBN: 0471699004 | 673 pages | PDF | 9.05 MB

Posted by **MoneyRich** at April 27, 2015

English | Nov 11, 2002 | ISBN: 3790815225 | 204 Pages | PDF | 12 MB

The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected also in the econometric foundations of monetary policy is the topic dealt with in this book. The basic theoretical ingredients comprise a data-driven approach to econometric modelling and a generalized approach to cross-sectional aggregation.

Posted by **step778** at Sept. 3, 2013

2006 | pages: 673 | ISBN: 0471699004 | PDF | 9,1 mb

Posted by **tot167** at March 30, 2009

Prentice Hall | 1995 | ISBN: 0133558924 | 192 pages | PDF | 8,2 MB

Posted by **tot167** at Dec. 30, 2008

Wiley | 2002 | ISBN: 0471699004 | 651 pages | PDF | 12,7 MB

Posted by **DZ123** at Oct. 23, 2009

Publisher: Oxford University Press | ISBN: 0198773528 | edition 1996 | PDF | 312 pages | 12,5 mb

Although there has been rapid development in the field of unit roots and cointegration, this progress has taken divergent directions, and has been subjected to criticism. This monograph clearly relates cointegration to economic theories and describes cointegrated regression as a revolution in econometric methods for macroeconomics. It provides a guide for the selection of appropriate inference methods to study macroeconomic relations. The discussion of unit roots and cointegration starts from first principles, builds up explanations of concepts and techniques step-by-step, and ultimately shows how the techniques have been applied to economic studies.

Posted by **leonardo78** at Nov. 24, 2016

Publisher: Princeton University Press | ISBN: 0691010188, 8122421229 | 2000 | PDF + MOBI | 690 Pages | (16,6 + 14,4) Mb

Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration.

Posted by **TimMa** at March 6, 2014

Publisher: Routledge | 2003 | ISBN: 0415288991 | English | PDF | 174 pages | 0.9 Mb

This new book will be welcomed by econometricians and students of econometrics everywhere. Introducing discrete time modelling techniques and bridging the gap between economics and econometric literature, this ambitious book is sure to be an invaluable resource for all those to whom the terms unit roots, cointegration and error correction forms, chaos theory and random walks are recognisable if not yet fully understood.

Posted by **TimMa** at March 5, 2014

Publisher: OUP | 1993 | ISBN: 0198288107 | English | PDF | 343 pages | 12.4 Mb

This book is wide-ranging in its account of literature on cointegration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behavior are common in economics, although techniques appropriate to analyzing such data are relatively new, with few existing expositions of the literature. This book explores relationships among integrated data series and their use in dynamic econometric modelling. …

Posted by **interes** at Jan. 2, 2014

English | 2008 | ISBN: 0470998016 | 426 pages | PDF | 5,7 MB

Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis.