| 書目名稱 | Topics in Dynamic Model Analysis | | 副標(biāo)題 | Advanced Matrix Meth | | 編輯 | Mario Faliva,Maria Grazia Zoia | | 視頻video | http://file.papertrans.cn/927/926153/926153.mp4 | | 叢書名稱 | Lecture Notes in Economics and Mathematical Systems | | 圖書封面 |  | | 描述 | Classical econometrics - which plunges its roots in economic theory with simultaneous equations models (SEM) as offshoots - and time series econometrics - which stems from economic data with vector autoregr- sive (VAR) models as offsprings - scour, like the Janus‘s facing heads, the flowing of economic variables so as to bring to the fore their autonomous and non-autonomous dynamics. It is up to the so-called final form of a dy- namic SEM, on the one hand, and to the so-called representation theorems of (unit-root) VAR models, on the other, to provide informative closed form expressions for the trajectories, or time paths, of the economic vari- ables of interest. Should we look at the issues just put forward from a mathematical standpoint, the emblematic models of both classical and time series econometrics would turn out to be difference equation systems with ad hoc characteristics, whose solutions are attained via a final form or a represen- tation theorem approach. The final form solution - algebraic technicalities apart - arises in the wake of classical difference equation theory, display- ing besides a transitory autonomous component, an exogenous one along with a stochastic n | | 出版日期 | Book 20061st edition | | 關(guān)鍵詞 | Cointegration; Dynamic Econometric Models; Matrix Methods for Econometrics; Representation Theorems; Tim | | 版次 | 1 | | doi | https://doi.org/10.1007/3-540-29239-X | | isbn_ebook | 978-3-540-29239-5Series ISSN 0075-8442 Series E-ISSN 2196-9957 | | issn_series | 0075-8442 | | copyright | Springer-Verlag Berlin Heidelberg 2006 |
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