02431nam 22006374a 450 991078344270332120230617000145.01-4039-0202-X97866102827221-280-28272-X0-230-00578-010.1057/9780230005785(CKB)1000000000239725(SSID)ssj0000204073(PQKBManifestationID)11168560(PQKBTitleCode)TC0000204073(PQKBWorkID)10188156(PQKB)11044372(DE-He213)978-0-230-00578-5(MiAaPQ)EBC343793(Au-PeEL)EBL343793(CaPaEBR)ebr10103739(CaONFJC)MIL28272(OCoLC)314880517(EXLCZ)99100000000023972520040921d2005 uy 0engurnn|008mamaatxtccrModelling non-stationary economic time series[electronic resource] a multivariate approach /Simon P. Burke and John Hunter1st ed. 2005.New York Palgrave Macmillan20051 online resource (VII, 253 p.) Palgrave texts in econometricsBibliographic Level Mode of Issuance: Monograph1-4039-0202-X 1-4039-0203-8 Includes bibliographical references (p. 240-249) and index.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.Palgrave texts in econometrics.Econometric modelsTime-series analysisEconometric models.Time-series analysis.330/.01/51955Burke Simon P498430Hunter John424730MiAaPQMiAaPQMiAaPQBOOK9910783442703321Modelling non-stationary economic time series735294UNINA