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101 0 $aeng
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181   $ctxt
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200 10$aModelling non-stationary economic time series$b[electronic resource] $ea multivariate approach /$fSimon P. Burke and John Hunter
205   $a1st ed. 2005.
210   $aNew York $cPalgrave Macmillan$d2005
215   $a1 online resource (VII, 253 p.) 
225 1 $aPalgrave texts in econometrics
300   $aBibliographic Level Mode of Issuance: Monograph
311   $a1-4039-0202-X 
311   $a1-4039-0203-8 
320   $aIncludes bibliographical references (p. 240-249) and index.
330   $aCo-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural breaks associated with regime changes and what to do when variables are of different orders of integration.
410  0$aPalgrave texts in econometrics.
606   $aEconometric models
606   $aTime-series analysis
615  0$aEconometric models.
615  0$aTime-series analysis.
676   $a330/.01/51955
700   $aBurke$b Simon P$0498430
701   $aHunter$b John$0424730
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910783442703321
996   $aModelling non-stationary economic time series$9735294
997   $aUNINA

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