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Burke, Simon P.

Multivariate Modelling of Non-Stationary Economic Time Series

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

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ISBN: 9781137313034
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Table of contents

1. Introduction
John Hunter, Simon P. Burke, Alessandra Canepa

2. Multivariate Time Series
John Hunter, Simon P. Burke, Alessandra Canepa

3. Cointegration
John Hunter, Simon P. Burke, Alessandra Canepa

4. Testing for Cointegration: Standard and Non-Standard Conditions
John Hunter, Simon P. Burke, Alessandra Canepa

5. Structure and Evaluation
John Hunter, Simon P. Burke, Alessandra Canepa

6. Testing in VECMs with Small Samples
John Hunter, Simon P. Burke, Alessandra Canepa

7. Heteroscedasticity and Multivariate Volatility
John Hunter, Simon P. Burke, Alessandra Canepa

8. Models with Alternative Orders of Integration
John Hunter, Simon P. Burke, Alessandra Canepa

9. The Structural Analysis of Time Series
John Hunter, Simon P. Burke, Alessandra Canepa

Keywords: Economics, Econometrics

Author(s)
 
 
Publisher
Springer
Publication year
2017
Language
en
Edition
2nd ed. 2017
Series
Palgrave Texts in Econometrics
Category
Economy
Format
Ebook
eISBN (PDF)
9781137313034
Printed ISBN
978-0-230-24330-9

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