Burke, Simon P.
Modelling Non-Stationary Time Series
Table of contents
1. Introduction: Cointegration, Economic Equilibrium and the Long Run
Simon P. Burke, John Hunter
2. Properties of Univariate Time Series
Simon P. Burke, John Hunter
3. Relationships Between Non-Stationary Time Series
Simon P. Burke, John Hunter
4. Multivariate Time Series Approach to Cointegration
Simon P. Burke, John Hunter
5. Exogeneity and Identification
Simon P. Burke, John Hunter
6. Further Topics in the Analysis of Non-Stationary Time Series
Simon P. Burke, John Hunter
7. Conclusion: Limitations, Developments and Alternatives
Simon P. Burke, John Hunter
Keywords: Economics, Econometrics, Statistics for Business/Economics/Mathematical Finance/Insurance, Economic Theory/Quantitative Economics/Mathematical Methods
- Author(s)
- Burke, Simon P.
- Hunter, John
- Publisher
- Springer
- Publication year
- 2005
- Language
- en
- Edition
- 1
- Series
- Palgrave Texts in Econometrics
- Page amount
- 260 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9780230005785
- Printed ISBN
- 978-1-4039-0203-0
