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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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Houndmills, Basingstoke, Hampshire ; New York :
Palgrave Macmillan,
2005.
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| Colección: | Palgrave texts in econometrics.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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. |
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| Descripción Física: | 1 online resource (vii, 253 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 240-249) and index. |
| ISBN: | 9780230005785 0230005780 140390202X 9781403902023 1403902038 9781403902030 |