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Modelling Non-Stationary Economic Time Series : A Multivariate Approach, Hardback Book

Modelling Non-Stationary Economic Time Series : A Multivariate Approach Hardback

Part of the Palgrave Texts in Econometrics series

Hardback

Out of stock

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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  • Out of stock

  • Format:Hardback
  • Pages:253 pages, VII, 253 p.
  • Publisher:Palgrave USA
  • Publication Date:
  • Category:
  • ISBN:9781403902023

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Information

  • Out of stock

  • Format:Hardback
  • Pages:253 pages, VII, 253 p.
  • Publisher:Palgrave USA
  • Publication Date:
  • Category:
  • ISBN:9781403902023

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