All ebooks by Alessandra Canepa in PDF and EPUB

Multivariate Modelling of Non-Stationary Economic Time Series

Simon P. Burke , Alessandra Canepa , John Hunter

This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and...