| Description |
1 online resource (x, 189 pages) : illustrations |
| Physical Medium |
polychrome |
| Description |
text file |
| Bibliography |
Includes bibliographical references (pages 179-185) and index. |
| Contents |
Cover; Title page; Copyright page; Contents; List of Figures; List of Tables; List of Illustrations; List of Boxes; About Authors; Preface and Acknowledgment; Chapter 1 -- INTRODUCTION; Chapter 2 -- MODEL SPECIFICATION; The Theoretical Model; Data Exploration with STATA: A Brief View; Narrowing Down the Research Question and Coping with Model Specification; From Model Specification to Estimation; Chapter 3 -- TIME SERIES PROPERTIES OF MACRO VARIABLES: TESTING FOR UNIT ROOTS; Introduction; Theoretical Time Series Issues; Unit Root Tests; Problems With Unit Root Testing. |
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Chapter 4 -- COINTEGRATION ANALYSISIntroduction to Cointegration (CI) and Error Correction Models (ECM); The Engle-Granger (EG) Two-Step Approach; Some Relevant Mathematical Concepts: Matrices and Eigen Values; Johansen's Multivariate Approach: Identification of the Betacoefficient and Restriction Tests; An Application of the Johansen Approach Using Ethiopian Consumption Data; Modelling PPP using Data from Mozambique: The Nice Case of One Cointegration Vector; Handling Two Cointegrating Vectors: Kenya's Exchange Rate Model; Problems of Cointegration with I(2) Variables. |
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Empirical Results: Capital Stock and Production Function for EthiopiaConclusion; Chapter 5 -- THE ECONOMETRICS OF FORECASTING: THEORY AND APPLICATION; Introduction; Graphics for Forecasting; The Box-Jenkins Approach to Forecasting; Forecasting with Regression; Multiple Equation Forecasting Models; Impulse Response Analysis Using VAR Model: An Application with Kenyan and Ethiopian Data; Chapter 6 -- AN INTRODUCTION TO PANEL UNIT ROOTS AND COINTEGRATION; Introduction; Panel Unit Root Tests; Testing for Cointegration in Panel Data. |
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Illustration: Panel Cointegration Tests of an Oil Consumption Equation in 11 African CountriesConclusion; APPENDICIES; Appendix: Review of Basic Statistics for Time Series Econometrics; Reference and Further Readings; A GUIDE FOR FURTHER READINGS; INDEX; Back cover. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Time-series analysis.
|
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Time-series analysis. |
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Econometrics.
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Econometrics. |
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Macroeconomics -- Econometric models.
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Macroeconomics -- Econometric models. |
| Genre/Form |
Electronic books.
|
| Added Author |
Ndung'u, Njuguna, author.
|
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Daniel Zerfu, author.
|
| Other Form: |
Print version: Alemayehu Geda Fole. Applied time series econometrics 9789966792112 (OCoLC)830032462 |
| ISBN |
9789966792396 (electronic book) |
|
9966792392 (electronic book) |
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9789966792112 |
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9966792112 |
|
