close
Co-trending: A Statistical System Analysis of Economic Trends | Zookal Textbooks | Zookal Textbooks
  • Author(s) M. Hatanaka; H. Yamada
  • Edition
  • Published12062012
  • PublisherSpringer Nature
  • ISBN9784431659129
In macro-econometrics more attention needs to be paid to the relationships among deterministic trends of different variables, or co-trending, especially when economic growth is of concern. The number of relationships, i.e., the co-trending rank, plays an important role in evaluating the veracity of propositions, particularly relating to the Japanese economic growth in view of the structural changes involved within it. This book demonstrates how to determine the co-trending rank from a given set of time series data for different variables. At the same time, the method determines how many of the co-trending relations also represent cointegrations. This enables us to perform statistical inference on the parameters of relations among the deterministic trends. Co-trending is an important contribution to the fields of econometric methods, macroeconomics, and time series analyses.

Co-trending: A Statistical System Analysis of Economic Trends

Format
Get it instantly

Zookal account needed

$119.00
Add Zookal Study FREE trial and save a further 10% 

NEW PRICE

$107.10 + free shipping

(10% off - save $11.90)

Zookal Study Free trial

14-day FREE trial. $14.95/mo after. Cancel anytime.

*Discount will apply at checkout.

 See terms and conditions

You will get a further 10% off for this item ($107.10 after discount) because you have added Zookal Study Premium Free Trial to your bag.

For this discount to apply, you will need to complete checkout with the Zookal Study Premium Free Trial in your bag.

-
+
  • Author(s) M. Hatanaka; H. Yamada
  • Edition
  • Published12062012
  • PublisherSpringer Nature
  • ISBN9784431659129
In macro-econometrics more attention needs to be paid to the relationships among deterministic trends of different variables, or co-trending, especially when economic growth is of concern. The number of relationships, i.e., the co-trending rank, plays an important role in evaluating the veracity of propositions, particularly relating to the Japanese economic growth in view of the structural changes involved within it. This book demonstrates how to determine the co-trending rank from a given set of time series data for different variables. At the same time, the method determines how many of the co-trending relations also represent cointegrations. This enables us to perform statistical inference on the parameters of relations among the deterministic trends. Co-trending is an important contribution to the fields of econometric methods, macroeconomics, and time series analyses.
translation missing: en.general.search.loading