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Burke, Simon P.; Hunter, John - Modelling Non-Stationary  Time Series - 9781403902023 - V9781403902023
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Modelling Non-Stationary Time Series

€ 139.45
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Description for Modelling Non-Stationary Time Series Hardback. Series: Palgrave Texts in Econometrics. Num Pages: 260 pages, biography. BIC Classification: KCH. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 235 x 155 x 20. Weight in Grams: 771.
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.

Product Details

Format
Hardback
Publication date
2005
Publisher
Palgrave USA United States
Number of pages
260
Condition
New
Series
Palgrave Texts in Econometrics
Number of Pages
253
Place of Publication
Gordonsville, United States
ISBN
9781403902023
SKU
V9781403902023
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

About Burke, Simon P.; Hunter, John
SIMON P. BURKE is a Lecturer in Economics at the University of Reading, UK. His research interests include Time Series Econometrics and Computational Econometrics. JOHN HUNTER is Lecturer in Economics at Brunel University, UK. His research interests include Multivariate Time Series, Exogeneity, Econometric Identification and Simulation, Classification, Specification and Testing of Discrete Data using Neural Networks, Semi-Parametric and Parametric ... Read more

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