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Modeling Non-Stationary Economic Time Series: A Multivariate Approach - Couverture rigide

Burke, S.; Hunter, J.

 
9781403902023: Modeling Non-Stationary Economic Time Series: A Multivariate Approach
Couverture rigide
ISBN 10 : 140390202X ISBN 13 : 9781403902023
Editeur : Palgrave Macmillan, 2005

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

SIMON P. BURKE is a Lecturer in Economics at the University of Reading, UK. His research interests include Time Series Econometrics and Computational Econometrics.

JOHN HUNTER is Lecturer in Economics at Brunel University, UK. His research interests include Multivariate Time Series, Exogeneity, Econometric Identification and Simulation, Classification, Specification and Testing of Discrete Data using Neural Networks, Semi-Parametric and Parametric Methods.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Palgrave Macmillan
Date d'édition
2005
Langue
anglais
ISBN 10 
140390202X
ISBN 13 
9781403902023
Reliure
Relié
Nombre de pages
260
Coordonnées du fabricant
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