Books > Business & Economics > Economics > Econometrics
|
Buy Now
Multivariate Modelling of Non-Stationary Economic Time Series (Paperback, Softcover reprint of the original 2nd ed. 2017)
Loot Price: R1,857
Discovery Miles 18 570
|
|
Multivariate Modelling of Non-Stationary Economic Time Series (Paperback, Softcover reprint of the original 2nd ed. 2017)
Series: Palgrave Texts in Econometrics
Expected to ship within 10 - 15 working days
|
This book examines conventional time series in the context of
stationary data prior to a discussion of cointegration, with a
focus on multivariate models. The authors provide a detailed and
extensive study of impulse responses and forecasting in the
stationary and non-stationary context, considering small sample
correction, volatility and the impact of different orders of
integration. Models with expectations are considered along with
alternate methods such as Singular Spectrum Analysis (SSA), the
Kalman Filter and Structural Time Series, all in relation to
cointegration. Using single equations methods to develop topics,
and as examples of the notion of cointegration, Burke, Hunter, and
Canepa provide direction and guidance to the now vast literature
facing students and graduate economists.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.