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Multivariate Modelling of Non-Stationary Economic Time Series - Palgrave Texts in Econometrics John Hunter 2nd ed. 2017 edition
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Multivariate Modelling of Non-Stationary Economic Time Series - Palgrave Texts in Econometrics
John Hunter
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.
262 pages, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 17 de mayo de 2017 |
| ISBN13 | 9780230243309 |
| Editores | Palgrave Macmillan |
| Páginas | 502 |
| Dimensiones | 148 × 210 × 29 mm · 766 g |
| Lengua | Inglés |
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