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Multivariate Modelling Of Non-Stationary Economic Time Series

by John Hunter, Alessandra Canepa e Simon P. Burke
language: english
Publisher: Palgrave Macmillan, August of 2017 ‧
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This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.

Multivariate Modelling Of Non-Stationary Economic Time Series

by John Hunter, Alessandra Canepa e Simon P. Burke

Property Description
ISBN: 9780230243316
Publisher: Palgrave Macmillan
Release Date: August of 2017
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 502
Format: Book
Collection: Palgrave Texts In Econometrics
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9780230243316

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