Modelling Non-Stationary Economic Time Series: A Multivariate Approach by S. Burke, J. Hunter
Language: English | 2005 | ISBN: 140390202X | 253 pages | PDF | 1,2 MB
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.