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Burke, Simon P.

Modelling Non-Stationary Time Series

Burke, Simon P. - Modelling Non-Stationary Time Series, ebook

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ISBN: 9780230005785
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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)
 
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

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