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Modelling Non-Stationary Economic Time Series: A Multivariate Approach

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Modelling Non-Stationary Economic Time Series: A Multivariate Approach - Burke, S, and Hunter, J
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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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Modelling Non-Stationary Economic Time Series: A Multivariate Approach 2005, Palgrave MacMillan, London

ISBN-13: 9781403902023

2005 edition

Hardcover

Modelling Non-Stationary Economic Time Series: A Multivariate Approach 2005, Palgrave MacMillan, London

ISBN-13: 9781403902030

2005 edition

Trade paperback