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1. |
Record Nr. |
UNINA9910449828703321 |
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Autore |
Burke Simon P |
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Titolo |
Modelling non-stationary economic time series [[electronic resource] ] : a multivariate approach / / Simon P. Burke and John Hunter |
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Pubbl/distr/stampa |
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New York, : Palgrave Macmillan, 2005 |
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ISBN |
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1-4039-0202-X |
9786610282722 |
1-280-28272-X |
0-230-00578-0 |
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Edizione |
[1st ed. 2005.] |
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Descrizione fisica |
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1 online resource (VII, 253 p.) |
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Collana |
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Palgrave texts in econometrics |
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Disciplina |
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Soggetti |
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Econometric models |
Time-series analysis |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references (p. 240-249) and index. |
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Sommario/riassunto |
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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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