Dynamic Econometrics Models with SAS, Stata, and Eviews

Dynamic Econometrics Models with SAS, Stata, and EViews covers a wide array of dynamic econometrics models, including models with distributed delays, models with stochastic regressors, models with structural change, and dynamic panel data models. You'll discover core information and solutions around the theory of unit roots, co-integration, and error correction models. This book offers a practical, hands-on treatment of these models from multiple perspectives, so you'll find examples and solutions using SAS, Stat and EViews - the major solutions on the market to solve these non-trivial econometric tasks.