書目名稱 | Modelling Non-Stationary Economic Time Series |
副標(biāo)題 | A Multivariate Appro |
編輯 | Simon P. Burke,John Hunter |
視頻video | http://file.papertrans.cn/637/636515/636515.mp4 |
叢書名稱 | Palgrave Texts in Econometrics |
圖書封面 |  |
描述 | 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. |
出版日期 | Book 2005 |
關(guān)鍵詞 | cointegration; dynamics; econometrics; equilibrium; forecasting; integration; modeling; regression; time ser |
版次 | 1 |
doi | https://doi.org/10.1057/9780230005785 |
isbn_softcover | 978-1-4039-0203-0 |
isbn_ebook | 978-0-230-00578-5Series ISSN 2662-6594 Series E-ISSN 2662-6608 |
issn_series | 2662-6594 |
copyright | Palgrave Macmillan, a division of Macmillan Publishers Limited 2005 |