Baldev Raj (auth.), Baldev Raj (eds.)'s Advances in Econometrics and Modelling PDF

By Baldev Raj (auth.), Baldev Raj (eds.)

ISBN-10: 904814048X

ISBN-13: 9789048140480

ISBN-10: 9401578192

ISBN-13: 9789401578196

During 1985-86, the purchase editor for the arts and social sciences department of Kluwer educational Publishers within the Netherlands visited the college of Horida (where i used to be additionally traveling whereas on sabbatical depart from Wilfrid Laurier college because the McKethan-Matherly Senior study Fellow) to debate publishing plans of the school. He expressed a willing curiosity in publishing the complaints of the convention of the Canadian Econometric research team (CESG) that was once to be held the next yr at WLU. This quantity is the top made from his curiosity, patience, and patience. yet for his patience i might have given up on th~ undertaking lots of the papers (though now not all) incorporated during this quantity are according to displays at CESG meetings. every now and then students have been invited to give a contribution to this quantity the place their examine complimented these awarded at those meetings even if they weren't convention members. considering that papers chosen for presentation on the CESG meetings are quite often the completed made of scholarly learn and sometimes less than submission to refereed journals, it was once impossible to post the convention complaints of their entirety. therefore it was once made up our minds, in session with the writer, to ask a opt for checklist of authors to publish major extensions of the papers they offered on the CESG meetings for inclusion during this quantity. The editor needs to precise gratitude to all these authors who submitted their papers for overview through nameless referees and for making revisions to comply to our editorial process.

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In the course of 1985-86, the purchase editor for the arts and social sciences department of Kluwer educational Publishers within the Netherlands visited the collage of Horida (where i used to be additionally vacationing whereas on sabbatical go away from Wilfrid Laurier college because the McKethan-Matherly Senior study Fellow) to debate publishing plans of the college.

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Ouliaris, and J. Zender: 1987, 'Testing a Necessary Condition for Efficiency in the Forward Exchange Market', University of Maryland Worlting Paper No. A. Dickey D. , and W. A. Fuller: 1979, 'Distribution of the Estimators for Autoregressive Time Series with a Unit Root', Journal of the American Statistical Association, 74, 427-431. : 1981, 'Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root', Econometrica, 49,1057-1072. , and P. C. B. Phillips: 1987, 'Trends versus Random Walks in Times Series Analysis', Econometrica, forthcoming.

And K. D. West: 1987, 'A Simple, Positive Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix', Econometrica, 55, 703-708. Park, J. , and P. C. B. Phillips: 1988, 'Statistical Inference in Regressions with Integrated Processes: Part 1', Econometric Theory, 4,468-497. : 1986, 'Trend and Random Walks in Macroeconomic Time Series: Further Evidence from a New Approach', Department of Economics, University of Montreal, Montreal, Canada. : 1987, 'The Great Crash, the Oil Price Shock and the Unit Root Hypothesis', Department of Economics, University of Montreal, Quebec, Canada.

Phillips, P. C. , and S. Ouliaris: 1988 'Testing for Cointegration using Principal Components Methods', Journal of Economic Dynamics and Control, 12,205-230. Phillips P. C. , and P. Perron: 1988, 'Testing for a Unit Root in Time Series Regression', Biometrika, 75, 335-346. Said, S. , and D. A. Dickey: 1984, 'Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order', Biometrika, 71, 599-607. CHAPTER 2 RANDOM WALKS VERSUS FRACTIONAL INTEGRATION: POWER COMPARISONS OF SCALAR AND JOINT TESTS OF THE VARIANCE· TIME FUNCTION FRANCIS X.

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