Co trending A Statistical System Analysis of Economic Trends is popular PDF and ePub book, written by M. Hatanaka in 2012-12-06, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Co trending A Statistical System Analysis of Economic Trends can be Read Online from any device for your convenience.
Co trending A Statistical System Analysis of Economic Trends Book PDF Summary
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.
Detail Book of Co trending A Statistical System Analysis of Economic Trends PDF
- Author : M. Hatanaka
- Release : 06 December 2012
- Publisher : Springer Science & Business Media
- ISBN : 9784431659129
- Genre : Business & Economics
- Total Page : 124 pages
- Language : English
- PDF File Size : 15,9 Mb
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