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
Promotions
|
| LSN: |
1-4039-0202-X |
| Barcode: |
9781403902023 |
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