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{ "item_title" : "Multivariate Modelling of Non-Stationary Economic Time Series", "item_author" : [" John Hunter", "Simon P. Burke", "Alessandra Canepa "], "item_description" : "Chapter 1. Introduction: Time Series, Common Trends and Equilibrium.- Chapter 2. Multivariate Time Series.- Chapter 3. Cointegration.- Chapter 4. Testing for Cointegration: Under Standard and Non-Standard Conditions.- Chapter 5. Structure and Evaluation.- Chapter 6. Testing in VECMs with Small Sample.- Chapter 7. Heteroscedasticity and Multivariate Volatility.- Chapter 8. Models with Alternative Orders of Integration.- Chapter 9. The Structural Analysis of Time Series.", "item_img_path" : "https://covers2.booksamillion.com/covers/bam/0/23/024/330/0230243304_b.jpg", "price_data" : { "retail_price" : "229.00", "online_price" : "229.00", "our_price" : "229.00", "club_price" : "229.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Multivariate Modelling of Non-Stationary Economic Time Series|John Hunter

Multivariate Modelling of Non-Stationary Economic Time Series

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Overview

Chapter 1. Introduction: Time Series, Common Trends and Equilibrium.- Chapter 2. Multivariate Time Series.- Chapter 3. Cointegration.- Chapter 4. Testing for Cointegration: Under Standard and Non-Standard Conditions.- Chapter 5. Structure and Evaluation.- Chapter 6. Testing in VECMs with Small Sample.- Chapter 7. Heteroscedasticity and Multivariate Volatility.- Chapter 8. Models with Alternative Orders of Integration.- Chapter 9. The Structural Analysis of Time Series.

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Details

  • ISBN-13: 9780230243309
  • ISBN-10: 0230243304
  • Publisher: Palgrave MacMillan
  • Publish Date: May 2017
  • Dimensions: 8.27 x 5.83 x 1.13 inches
  • Shipping Weight: 1.69 pounds
  • Page Count: 502

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