Please use this identifier to cite or link to this item: http://buratest.brunel.ac.uk/handle/2438/7493
Title: Modelling non-stationary economic time series: A multivariate approach
Authors: Burke, SP
Hunter, J
Issue Date: 2005
Publisher: Palgrave Macmillan
Citation: Chapters 1 & 6, In Modelling non-stationary economic time series: A multivariate approach, Palgrave Texts in Econometrics, Jun 2005
Abstract: Cointegration, 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. Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural breaks associated with regime changes and what to do when variables are of different orders of integration.
Description: Copyright @ 2005 Palgrave Macmillan
URI: http://www.palgraveconnect.com/pc/doifinder/10.1057/9780230005785
http://bura.brunel.ac.uk/handle/2438/7493
DOI: http://dx.doi.org/10.1057/9780230005785
ISBN: 9781403902023
Appears in Collections:Economics and Finance
Publications
Dept of Economics and Finance Research Papers

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