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...
Κύριοι συγγραφείς: | Hunter, John (Συγγραφέας), Burke, Simon P. (Συγγραφέας), Canepa, Alessandra (Συγγραφέας) |
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Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
London :
Palgrave Macmillan UK : Imprint: Palgrave Macmillan,
2017.
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Έκδοση: | 2nd ed. 2017. |
Σειρά: | Palgrave Texts in Econometrics
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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