{
"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.",
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Multivariate Modelling of Non-Stationary Economic Time Series
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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