Modelling non-stationary economic time series : a multivariate approach

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Title:

Modelling non-stationary economic time series : a multivariate approach

Author:

Burke, Simon P.

ISBN:

9781403902023

9781403902030

Personal Author:

Burke, Simon P.

Publication Information:

Basingstoke : Palgrave Macmillan, 2005

Physical Description:

192 p. ; 22cm.

Series:

Palgrave texts in econometrics

Series Title:

Palgrave texts in econometrics

Subject Term:

Time-series analysis.

Econometric models.

Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:GEN-BOOK	33168015767946	330.015195 B959M 2005	1	Searching... Unknown
Searching... 1:IIEMSA	1:GEN-BOOK	33168025432788	330.015195 B959M 2005	2	Searching... Unknown

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.

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