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Modelling Non-Stationary Economic Time Series - A Multivariate Approach (Hardcover, 2005 ed.) Loot Price: R3,074
Discovery Miles 30 740
Repayment Terms: R288 pm x 12*
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Modelling Non-Stationary Economic Time Series - A Multivariate Approach (Hardcover, 2005 ed.): S. Burke, J. Hunter

Modelling Non-Stationary Economic Time Series - A Multivariate Approach (Hardcover, 2005 ed.)

S. Burke, J. Hunter

Series: Palgrave Texts in Econometrics

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Loot Price R3,074 Discovery Miles 30 740 | Repayment Terms: R288 pm x 12*

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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.

General

Imprint: Palgrave Macmillan
Country of origin: United States
Series: Palgrave Texts in Econometrics
Release date: June 2005
First published: 2005
Authors: S. Burke • J. Hunter
Dimensions: 235 x 155 x 20mm (L x W x T)
Format: Hardcover
Pages: 253
Edition: 2005 ed.
ISBN-13: 978-1-4039-0202-3
Categories: Books > Business & Economics > Economics > Econometrics > General
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LSN: 1-4039-0202-X
Barcode: 9781403902023

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