Modelling Non-Stationary Economic T - E-book

eBook

Modelling Non-stationary Economic Time Series - ENG

A Multivariate Approach

S. Burke; J. Hunter

eBook

$1,100.00

Disponible

Información adicional
Sinopsis

ISBN:	9780230005785
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Negocios y economía
Subtema:	Econometría
Año de publicación:	2005-06-14

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.

eBooks