Multivariate Modelling of Non-Stationary Economic Time Series / by John Hunter, Simon P. Burke, Alessandra Canepa.
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering...
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| Online Access: |
Full Text (via Springer) |
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| Main Authors: | , , |
| Format: | eBook |
| Language: | English |
| Published: |
London :
Palgrave Macmillan UK : Imprint : Palgrave Macmillan,
2017.
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| Edition: | 2nd ed. 2017. |
| Series: | Palgrave texts in econometrics.
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| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
HB139-141
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| HB139-141 | Available |