Modelling Non-Stationary Economic Time Series: A Multivariate Approach by Burke, S.

Modelling Non-Stationary Economic Time Series: A Multivariate Approach (Hardcover) (ISBN-13: 9781403902023)

Vendor: S. Burke
Product type: Books
Format: Hardcover
$120.00
$120.00
$120.00
Subtotal: $120.00
Modelling Non-Stationary Economic Time Series: A Multivariate Approach by Burke, S.

Modelling Non-Stationary Economic Time Series: A Multivariate Approach

$120.00
Modelling Non-Stationary Economic Time Series: A Multivariate Approach by Burke, S.

Modelling Non-Stationary Economic Time Series: A Multivariate Approach

$120.00
Format: Hardcover
Description
Description
x
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.

Author: S. Burke, J. Hunter
ISBN-10: 140390202X
ISBN-13: 9781403902023
Publisher: Palgrave MacMillan
Language: English
Published: 06/14/2005
Pages: 253
Format: Hardcover
Weight: 1.16lbs
Size: 9.48h x 6.28w x 0.77d
By S. Burke
By S. Burke
x
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.

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