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Download Modelling Non-Stationary Economic Time Series: A Multivariate Approach (Palgrave Texts in Econometrics) epub

by S. Burke,J. Hunter




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.
Download Modelling Non-Stationary Economic Time Series: A Multivariate Approach (Palgrave Texts in Econometrics) epub
ISBN: 1403902038
ISBN13: 978-1403902030
Category: Science
Subcategory: Mathematics
Author: S. Burke,J. Hunter
Language: English
Publisher: Palgrave Macmillan; 2005 edition (June 14, 2005)
Pages: 253 pages
ePUB size: 1343 kb
FB2 size: 1578 kb
Rating: 4.7
Votes: 189
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