Modelling Non-Stationary Economic Time Series

Modelling Non-Stationary Economic Time Series A Multivariate Approach - Palgrave Texts in Econometrics

2005

Hardback (14 Jun 2005)

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Publisher's 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.

Book information

ISBN: 9781403902023
Publisher: Palgrave Macmillan UK
Imprint: Palgrave Macmillan
Pub date:
Edition: 2005
DEWEY: 519.55
DEWEY edition: 21
Language: English
Number of pages: 253
Weight: 771g
Height: 216mm
Width: 138mm
Spine width: 20mm