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Modelling Nonstationary Economic Time Series A Multivariate Approach Simon P Burke

  • SKU: BELL-1539044
Modelling Nonstationary Economic Time Series A Multivariate Approach Simon P Burke
$ 31.00 $ 45.00 (-31%)

4.0

26 reviews

Modelling Nonstationary Economic Time Series A Multivariate Approach Simon P Burke instant download after payment.

Publisher: Palgrave Macmillan
File Extension: PDF
File size: 1.22 MB
Pages: 263
Author: Simon P. Burke, John Hunter
ISBN: 9781403902023, 140390202X
Language: English
Year: 2005

Product desciption

Modelling Nonstationary Economic Time Series A Multivariate Approach Simon P Burke by Simon P. Burke, John Hunter 9781403902023, 140390202X instant download after payment.

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.

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