Modelling non-stationary economic time series : a multivariate approach /
Cointegration, 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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Houndmills, Basingstoke, Hampshire ; New York :
Palgrave Macmillan,
2005.
|
| Series: | Palgrave texts in econometrics.
|
| Subjects: | |
| Online Access: |
Full text (Emmanuel users only) |