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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
| Media | Böcker Inbunden Bok (Inbunden bok med hårda pärmar och skyddsomslag) |
| Releasedatum | 17 maj 2017 |
| ISBN13 | 9780230243309 |
| Utgivare | Palgrave Macmillan |
| Antal sidor | 502 |
| Mått | 148 × 210 × 29 mm · 766 g |
| Språk | Engelska |
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