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Modelling Non-Stationary Economic Time Series : A Multivariate Approach by Burke, Simon P.; Hunter, John; Patterson, Kerry is a nonfiction available to read on EtoBox.
What is Modelling Non-Stationary Economic Time Series : A Multivariate Approach about?
"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." -- BACK COVER
Who reads Modelling Non-Stationary Economic Time Series : A Multivariate Approach?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Burke, Simon P.; Hunter, John; Patterson, Kerry
- Publisher
- Palgrave Macmillan Limited
- Published
- 2005
- Language
- EN
- ISBN
- 9781403902030
- Category
- nonfiction
- Subjects
- Business, Economics
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