Topics in Dynamic Model Analysis, Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems (Lecture Notes in Economics and Mathemati

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 as well as innovative - analytical setting to guide the formulation and solution in closed form of vector autoregressive models with unit roots.