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Book Synopsis

1. General Introduction.- 2. Dynamics in Econometrics.- 3. Estimating the Model.- 4. Testing the Model.- 5. Non-Stationarity and Cointegration.- 6. Specifying the ARDL Model.- 7. Vector Autoregressions.- 8. Panel Data Models.- 9. Non-Stationary Panels.- 10. The Binary Qualitative Model.

Dynamic Econometrics

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    A Paperback by Francis J. Bismans

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      Publisher: Palgrave Macmillan
      Publication Date: Publication Date: 2/27/2025
      ISBN13: 9783031729096, 978-3031729096
      ISBN10: 3031729099
      Also in:
      Econometrics and economic statistics

      Description

      Book Synopsis

      1. General Introduction.- 2. Dynamics in Econometrics.- 3. Estimating the Model.- 4. Testing the Model.- 5. Non-Stationarity and Cointegration.- 6. Specifying the ARDL Model.- 7. Vector Autoregressions.- 8. Panel Data Models.- 9. Non-Stationary Panels.- 10. The Binary Qualitative Model.

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