Topics in Dynamic Model Analysis Advanced Matric Methods And Unit-root Econometrics Representation Theorems

This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the unit-root gap between structural and time series approaches and focusing on representation theorems of (co)integrated processes.The book starts by providing a self-contained '" rigorous al well as innovative '" analytical setting to guide the formulation and solution in closed form of vector autoregressive models with unit roots. The monograph then moves on to place emphasis on the so-called representation theorems of unit-root econometrics, conjugating an elegant reappraisal of classical results with original enlightening insights which widen and enrich the information content and meaning of the said theorems, therefore providing new stimuli in this fascinating field of research.Faliva, Mario is the author of 'Topics in Dynamic Model Analysis Advanced Matric Methods And Unit-root Econometrics Representation Theorems', published 2005 under ISBN 9783540261964 and ISBN 3540261966.