Modelling non-stationary economic time series : a multivariate approach /

Cointegration, 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...

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Bibliographic Details
Main Author: Burke, Simon P.
Format: Electronic eBook
Language:English
Published: Houndmills, Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2005.
Series:Palgrave texts in econometrics.
Subjects:
Online Access: Full text (Wentworth users only)
Local Note:ProQuest Ebook Central