Modelling Non-Stationary Time Series: A Multivariate Approach
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 a...
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Hauptverfasser: | , |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
London
Palgrave Macmillan UK
2005
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Schlagworte: | |
Online-Zugang: | DE-12 DE-634 DE-526 DE-521 DE-1043 DE-M347 DE-92 DE-898 DE-1049 DE-523 DE-Re13 DE-91 DE-473 DE-19 DE-355 DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 Volltext |
Zusammenfassung: | 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 |
Beschreibung: | 1 Online-Ressource (VII, 253 Seiten) |
ISBN: | 9780230005785 |
DOI: | 10.1057/9780230005785 |
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spelling | Burke, Simon P. aut Modelling Non-Stationary Time Series A Multivariate Approach by Simon P. Burke, John Hunter London Palgrave Macmillan UK 2005 1 Online-Ressource (VII, 253 Seiten) txt rdacontent c rdamedia cr rdacarrier 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 Statistics Economic theory Econometrics Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd rswk-swf Multivariate Analyse (DE-588)4040708-1 gnd rswk-swf Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 s Multivariate Analyse (DE-588)4040708-1 s DE-604 Hunter, John aut Erscheint auch als Druck-Ausgabe 9781403902030 https://doi.org/10.1057/9780230005785 Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Burke, Simon P. Hunter, John Modelling Non-Stationary Time Series A Multivariate Approach Statistics Economic theory Econometrics Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd Multivariate Analyse (DE-588)4040708-1 gnd |
subject_GND | (DE-588)4300599-8 (DE-588)4040708-1 |
title | Modelling Non-Stationary Time Series A Multivariate Approach |
title_auth | Modelling Non-Stationary Time Series A Multivariate Approach |
title_exact_search | Modelling Non-Stationary Time Series A Multivariate Approach |
title_exact_search_txtP | Modelling Non-Stationary Time Series A Multivariate Approach |
title_full | Modelling Non-Stationary Time Series A Multivariate Approach by Simon P. Burke, John Hunter |
title_fullStr | Modelling Non-Stationary Time Series A Multivariate Approach by Simon P. Burke, John Hunter |
title_full_unstemmed | Modelling Non-Stationary Time Series A Multivariate Approach by Simon P. Burke, John Hunter |
title_short | Modelling Non-Stationary Time Series |
title_sort | modelling non stationary time series a multivariate approach |
title_sub | A Multivariate Approach |
topic | Statistics Economic theory Econometrics Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd Multivariate Analyse (DE-588)4040708-1 gnd |
topic_facet | Statistics Economic theory Econometrics Nichtstationäre Zeitreihenanalyse Multivariate Analyse |
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