Modelling non-stationary economic time series : a multivariate approach

Simon P. Burke and John Hunter

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

MoreLess

Year of publication:	2005
Authors:	Burke, Simon P. ; Hunter, John
Publisher:	Basingstoke [u.a.] : Palgrave Macmillan
Subject:	Zeitreihenanalyse \| Time series analysis \| Multivariate Analyse \| Multivariate analysis \| Kointegration \| Cointegration \| Nichtstationäre Zeitreihenanalyse
Description of contents:	Table of Contents [gbv.de]