Modelling Non-Stationary Time Series : A Multivariate Approach /

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 a...

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Bibliographic Details

Main Authors:	Burke, Simon P. (Author), Hunter, John (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2005.
Series:	Palgrave texts in econometrics.
Subjects:	Economics. Econometrics. Economic Theory/Quantitative Economics/Mathematical Methods. Statistics for Business/Economics/Mathematical Finance/Insurance. Statistics. Electronic books.
Online Access:	Connect to the full text of this electronic book