Modeling Non-Stationary Economic Time Series: A Multivariate Approach - Rilegato

Burke, Simon P.; Hunter, John

Rilegato

ISBN 10: 140390202X ISBN 13: 9781403902023

Casa editrice: Palgrave Macmillan, 2005

Riassunto

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.

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Informazioni sugli autori

SIMON P. BURKE is a Lecturer in Economics at the University of Reading, UK. His research interests include Time Series Econometrics and Computational Econometrics.

JOHN HUNTER is Lecturer in Economics at Brunel University, UK. His research interests include Multivariate Time Series, Exogeneity, Econometric Identification and Simulation, Classification, Specification and Testing of Discrete Data using Neural Networks, Semi-Parametric and Parametric Methods.

SIMON P. BURKE is a Lecturer in Economics at the University of Reading, UK. His research interests include Time Series Econometrics and Computational Econometrics.

JOHN HUNTER is Lecturer in Economics at Brunel University, UK. His research interests include Multivariate Time Series, Exogeneity, Econometric Identification and Simulation, Classification, Specification and Testing of Discrete Data using Neural Networks, Semi-Parametric and Parametric Methods.

Dettagli dell'edizione

• Editore: Palgrave Macmillan
• Data di pubblicazione: 2005
• Lingua: Inglese
• ISBN 10: 140390202X
• ISBN 13: 9781403902023
• Rilegatura: Copertina rigida
• Numero di pagine: 253
• Contatto del produttore: non disponibile
• Persona responsabile: Simone Casetta; 0039 275422215; casetta@mondadori.it; ; Via Mondadori 1,; Segrate Milano; 20090; Italia