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Modelling Non-Stationary Economic Time Series: A Multivariate Approach

Modelling Non-Stationary Economic Time Series: A Multivariate Approach (Hardback)

£86.00
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Synopsis

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.

BusinessEconomicsEconometrics Publisher: Palgrave USA Publication Date: 01/06/2005 ISBN-13: 9781403902023  Details: Type: Hardback Format: Books
Availability: Printed to order. Despatched in 2-3 weeks.  

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.

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