Modelling non-stationary economic time series : a multivariate approach /

Cointegration, 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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Burke, Simon P.
Format: Electronic eBook
Language:Inglés
Published: Houndmills, Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2005.
Series:Palgrave texts in econometrics.
Subjects:
Econometric models.
Time-series analysis.
Modèles économétriques.
Série chronologique.
BUSINESS & ECONOMICS > Econometrics.
BUSINESS & ECONOMICS > Statistics.
Econometric models
Time-series analysis
Tijdreeksen.
Econometrische modellen.
Multivariabele systemen.
Online Access:Texto completo
Description
Summary:Cointegration, 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.
Physical Description:1 online resource (vii, 253 pages) : illustrations
Bibliography:Includes bibliographical references (pages 240-249) and index.
ISBN:9780230005785
0230005780
140390202X
9781403902023
1403902038
9781403902030

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