Multivariate Modelling of Non-Stationary Economic Time Series
9780230243309 Palgrave Texts in Econometrics Innbundet
17.05.2017
Engelsk
I salg
Canepa, Alessandra Burke, Simon P. Hunter, John
Palgrave Texts in Econometrics
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Heftet
Leveringstid: 7-30 dager
Omtale
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.