Multivariate Modelling Of Non Stationary Economic Time Series

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Modelling Non-Stationary Economic Time Series

Modelling Non-Stationary Economic Time Series
Author :
Publisher : Springer
Total Pages : 253
Release :
ISBN-10 : 9780230005785
ISBN-13 : 0230005780
Rating : 4/5 (780 Downloads)

Book Synopsis Modelling Non-Stationary Economic Time Series by : S. Burke

Download or read book Modelling Non-Stationary Economic Time Series written by S. Burke and published by Springer. This book was released on 2005-06-14 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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