Modelling Non-Stationary Economic 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, S. (Author, http://id.loc.gov/vocabulary/relators/aut), Hunter, J. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2005.
Edition:1st ed. 2005.
Series:Palgrave Texts in Econometrics,
Subjects:
Online Access:https://doi.org/10.1057/9780230005785
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