Modelling Non-Stationary Economic Time Series: A Multivariate Approach (Palgrave Texts in Econometrics) - Softcover

Burke, S.

Softcover

ISBN 10: 1403902038 ISBN 13: 9781403902030

Verlag: Palgrave Macmillan, 2005

Inhaltsangabe

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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Über die Autorin bzw. den Autor

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.

Details zur Ausgabe

• Verlag: Palgrave Macmillan
• Erscheinungsdatum: 2005
• Sprache: Englisch
• ISBN 10: 1403902038
• ISBN 13: 9781403902030
• Einband: Tapa blanda
• Anzahl der Seiten: 264
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Yeepin GmbH; 492000000000; sunshine12232@outlook.com; ; Alleestr.11; Kaiserslautern; Rheinland-Pfalz; 67655; Deutschland