Modelling Non-Stationary Economic Time Series

By: J. Hunter

QTY
-+
$134.99
 
 
ISBN
9780230005785
Date Released
Binding
eBook
 
 

Instant Download

Description
Information
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.
ISBN:
9780230005785
Publication Date:
14 / 06 / 2005

You might also like