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Multivariate Modelling Of Non-Stationary Economic Time Series
language: english
Publisher:
Palgrave Macmillan, May of 2017 ‧
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SYNOPSIS
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9780230243309 |
| Publisher: | Palgrave Macmillan |
| Release Date: | May of 2017 |
| Language: | English |
| Dimensions: | 148 x 210 x 20 mm |
| Cover: | Hardcover |
| Pages: | 502 |
| Format: | Book |
| Collection: | Palgrave Texts In Econometrics |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Economy
|
| EAN: | 9780230243309 |
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