Multivariate Modelling of Non-Stationary Economic Time Series
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering...
| Main Authors: | , , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London :
Palgrave Macmillan UK : Imprint: Palgrave Macmillan,
2017.
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| Edition: | 2nd ed. 2017. |
| Series: | Palgrave Texts in Econometrics
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| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
Internet
Full Text via HEAL-LinkΒΚΠ - Πατρα: ALFd
| Call Number: |
330.01 BAU |
|---|---|
| Copy 1 | Available |
ΒΚΠ - Πατρα: BSC
| Call Number: |
330.01 BAU |
|---|---|
| Copy 2 | Available |
| Copy 3 | Available |
