Multivariate Modelling of Non-Stationary Economic Time Series
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering...
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| Main Author: |
Hunter, John (Lecturer in econometrics), |
| Other Authors: |
Burke, Simon P.,, Canepa, Alessandra,, SpringerLink (Online service) |
| Format: |
eBook
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| Language: |
English
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| Published: |
London :
Palgrave Macmillan UK : Imprint : Palgrave Macmillan,
2017.
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| Physical Description: |
1 online resource (XIII, 502 pages) : online resource.
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| Edition: |
2nd ed. 2017. |
| Series: |
Palgrave texts in econometrics.
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| Subjects: |
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