Modelling Non-Stationary Economic Time Series
A Multivariate Approach| By: | S. Burke; J. Hunter |
| Publisher: | Springer Nature |
| Print ISBN: | 9781403902023 |
| eText ISBN: | 9780230005785 |
| Edition: | 0 |
| Copyright: | 2005 |
| Format: | Page Fidelity |
Lifetime - $68.74
eBook Features
Instant Access
Purchase and read your book immediately
Read Offline
Access your eTextbook anytime and anywhere
Study Tools
Built-in study tools like highlights and more
Read Aloud
Listen and follow along as Bookshelf reads to you
Details
Table of Contents
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.