Modelling Non-Stationary Economic Time Series

Name: Modelling Non-Stationary Economic Time Series
SKU: 1645571
Price: 151.00 NZD
Availability: InStock

A Multivariate Approach

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Format:

Paperback / softback

Series:

Palgrave Texts in Econometrics

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Description

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.

Author Biography:

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 Methods.

Release date NZ

June 14th, 2005

Author

Audiences

Professional & Vocational
Tertiary Education (US: College)

Illustrations

VII, 253 p.

Pages

253

Series

Palgrave Texts in Econometrics

Dimensions

155x235x14

ISBN-13

9781403902030

Product ID

1645571

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