This valuable text provides a comprehensive introduction to VAR modelling and ...This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular the author focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are...more
In this book Professor Johansen a leading statistician working ineconometrics...In this book Professor Johansen a leading statistician working in econometrics gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model which has been gaining in popularity. The book is a self-contained...more
This book offers an up-to-date coverage of the basic principles and tools of B...This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models by integrating the useful developments...more
This volume brings together leading papers on the existing standard economic t...This volume brings together leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical tools to the modelling of seasonal phenomena. It includes a discussion of the X-11 method of seasonal...more
This volume brings together leading papers on the existing standard economic t...This volume brings together leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical tools to the modelling of seasonal phenomena. It includes a discussion of the X-11 method of seasonal...more
Text Analysis in Translation has become a classic in Translation Studies. Base...Text Analysis in Translation has become a classic in Translation Studies. Based on a functional approach to translation and endebted to pragmatic text linguistics it suggests a model for translation-oriented source-text analysis applicable to all...more
An insightful and up-to-date study of the use of periodic models inthe descri...An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field the authors investigate such areas as seasonal time series; periodic time series...more
This book aims at meeting the growing demand inthe field by introducing the b...This book aims at meeting the growing demand in the field by introducing the basic spatial econometrics methodologies to a wide variety of researchers. It provides a practical guide that illustrates the potential of spatial econometric modelling...more
This volume presents a collection of readings which give the reader an idea of...This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the...more
An insightful and up-to-date study of the use of periodic models inthe descri...An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field the authors investigate such areas as seasonal time series; periodic time series...more
This book offers an up-to-date coverage of the basic principles and tools of B...This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models by integrating the useful developments...more
This book offers an up-to-date coverage of the basic principles and tools of B...This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models by integrating the useful developments...more
This volume presents a collection of readings which give the reader an idea of...This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the...more
This book describes how and why the discipline of macroeconometric modelling c...This book describes how and why the discipline of macroeconometric modelling continues to play a role for economic policymaking by adapting to changing demands in response for instance to new policy regimes like inflation targeting. Model builders...more
This workbook consists of exercises taken from Likelihood-Based Inferences in ...This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen together with worked-out solutions. About the Series Advanced Texts in Econometrics is a distinguished and...more