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

Description
Summary:	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.
Item Description:	Electronic resource.
Physical Description:	1 online resource (VII, 253 pages)
ISBN:	9780230005785
DOI:	10.1057/9780230005785