Modelling Non-Stationary Economic Time Series: A Multivariate Approach

by John Hunter, Simon P. Burke, J. Hunter

Book Overview

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1403902038
• ISBN13: 9781403902030
• Release Date: June 2005
• Publisher: Palgrave MacMillan
• Length: 253 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.6" x 5.9" x 8.8"