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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.
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