Multivariate Modelling of Non-Stationary Economic Time Series

by Simon P. Burke, Alessandra Canepa, John Hunter

Book Overview

Chapter 1. Introduction: Time Series, Common Trends and Equilibrium.- Chapter 2. Multivariate Time Series.- Chapter 3. Cointegration.- Chapter 4. Testing for Cointegration: Under Standard and... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0230243312
• ISBN13: 9780230243316
• Release Date: August 2017
• Publisher: Palgrave MacMillan
• Length: 502 Pages
• Weight: 1.35 lbs.
• Dimensions: 1.0" x 5.8" x 8.3"