Modelling Non-Stationary Time Series A Multivariate Approach
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. Econometri
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Simon P. Burke and John Hunter
10.1057/9780230005785preview - Modelling Non-Stationary Economic Time Series, Simon P. Burke and John Hunter
Copyright material from www.palgraveconnect.com - licensed to npg - PalgraveConnect - 2016-02-01
Modelling Non-Stationary Time Series
Copyright material from www.palgraveconnect.com - licensed to npg - PalgraveConnect - 2016-02-01
Modelling Non-Stationary Time Series
10.1057/9780230005785preview - Modelling Non-Stationary Economic Time Series, Simon P. Burke and John Hunter
Palgrave Texts in Econometrics Series Editor: Kerry Patterson Titles include: Simon P. Burke and John Hunter MODELLING NON-STATIONARY TIME SERIES
Terence C.Mills MODELLING TRENDS AND CYCLES IN ECONOMIC TIME SERIES Kerry Patterson UNIT ROOTS IN ECONOMIC TIME SERIES Jan Podivinsky MODELLING VOLATILITY
Palgrave Texts in Econometrics Series Standing Order ISBN 1–4039–0172–4 Hardcover Series Standing Order ISBN 1–4039–0173–2 Paperback (outside North America only) You can receive future titles in this series as they are published by placing a standing order. Please contact your bookseller or, in case of difficulty, write to us at the address below with your name and address, the title of the series and the ISBN quoted above. Customer Services Department, Macmillan Distribution Ltd, Houndmills, Basingstoke, Hampshire RG21 6XS, England.
10.1057/9780230005785preview - Modelling Non-Stationary Economic Time Series, Simon P. Burke and John Hunter
Copyright material from www.palgraveconnect.com - licensed to npg - PalgraveConnect - 2016-02-01
Michael P. Clements EVALUATING ECONOMETRIC FORECASTS OF ECONOMIC AND FINANCIAL VARIABLES
Modelling Non-Stationary Time Series: A Multivariate Approach
Copyright material from www.palgraveconnect.com - licensed to npg - PalgraveConnect - 2016-02-01
Simon P. Burke and John Hunter
10.1057/9780230005785preview - Modelling Non-Stationary Economic Time Series, Simon P. Burke and John Hunter
© Simon P. Burke and John Hunter 2005 All rights reserved. No reproduction, copy or transmission of this publication may be made without written permission. No paragraph of this publication may be reproduced, copied or transmitted save with written permission or in accordance with the provisions of the Copyright, Designs and Patents Act 1988, or under the terms of any licence permitting limited copying issued by the Copyright Licensing Agency, 90 Tottenham Court Road, London W1T 4LP.
The authors have asserted their rights to be identified as the authors of this work in accordance with the Copyright, Designs and Patents Act 1988. First published 2005 by PALGRAVE MACMILLAN Houndmills, Basingstoke, Hampshire RG21 6XS and 175 Fifth Avenue, New York, N. Y. 10010 Companies and representatives throughout the world PALGRAVE MACMILLAN is the global academic imprint of the Palgrave Macmillan division of St. Martin’s Press, LLC and of Palgrave Macmillan Ltd. Macmillan® is a registered trademark in the United States, United Kingdom and other countries. Palgrave is a registered trademark in th
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