Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics)

by Alessandra Canepa (Author), John Hunter (Author), Simon P. Burke (Author)

New
Hardcover
2017
$234.25

This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.

Synopsis

This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.

$234.25

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 518
Edition: 2nd ed. 2017
Publisher: Palgrave Macmillan
Published: 17 May 2017
ISBN 10: 0230243304
ISBN 13: 9780230243309

Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics)

New

$234.25

Synopsis

$234.25

More Information