| 书目名称 | Topics in Dynamic Model Analysis | | 副标题 | Advanced Matrix Meth | | 编辑 | Mario Faliva,Maria Grazia Zoia | | 视频video | | | 丛书名称 | Lecture Notes in Economics and Mathematical Systems | | 图书封面 |  | | 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 | | 关键词 | 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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发表于 2025-3-21 16:52:28
