Multivariate Modelling of Non-Stationary Economic Time Series

Auteur: Hunter, John
Editeur: Palgrave Macmillan
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.
Sur commande
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.
ISBN / EAN 9780230243316
Auteur Hunter, John
Editeur Palgrave Macmillan