Modelling Non-Stationary Economic Time Series : A Multivariate Approach PDF
by S. Burke, J. Hunter
Part of the Palgrave Texts in Econometrics series
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Description
Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems.
This book provides direction and guidance to the now vast literature facing students and graduate economists.
Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural breaks associated with regime changes and what to do when variables are of different orders of integration.
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Download Now
- Format:PDF
- Publisher:Palgrave Macmillan UK
- Publication Date:14/06/2005
- Category:
- ISBN:9780230005785
Information
-
Download Now
- Format:PDF
- Publisher:Palgrave Macmillan UK
- Publication Date:14/06/2005
- Category:
- ISBN:9780230005785
