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

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

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Paperback
2017
$65.43

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.

$65.43

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Format: Paperback
Pages: 515
Edition: Softcover reprint of the original 2nd ed. 2017
Publisher: Palgrave Macmillan
Published: 24 Aug 2017
ISBN 10: 0230243312
ISBN 13: 9780230243316

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

New

$65.43

Synopsis

$65.43

More Information