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Multivariate Modelling of Non-Stationary Economic Time Series - Palgrave Texts in Econometrics 2nd ed. 2017 edition
John Hunter
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Multivariate Modelling of Non-Stationary Economic Time Series - Palgrave Texts in Econometrics 2nd ed. 2017 edition
John Hunter
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.
262 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 17, 2017 |
| ISBN13 | 9780230243309 |
| Publishers | Palgrave Macmillan |
| Pages | 502 |
| Dimensions | 148 × 210 × 29 mm · 766 g |
| Language | English |
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