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Modelling Non-Stationary Economic Time Series

Modelling Non-Stationary Economic Time Series

A Multivariate Approach

S. Burke, J. Hunter

Palgrave Macmillan
Collection: Palgrave Texts in Econometrics
Publication date : 2005-06-14

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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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About the book

Author

S. Burke , J. Hunter

Imprint

Palgrave Macmillan

Collection

Palgrave Texts in Econometrics

Publication date

2005-06-14

Pages

253 pages

Print ISBN

9781403902030

Language

English

Ebook informations

EAN PDF

9780230005785

Price

£44.99

Copy count 2

Print count 25

File size 1823 Ko

Informations accessibility

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About author(s)

S. Burke

J. Hunter

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