Multivariate modelling of non-stationary economic time series
Auteur :
Hunter, John / Burke, Simon P. / Canepa, Alessandra
Éditeur :
Palgrave Macmillan
ISBN :
9780230243309
Date de publication :
17 mai 2017
Dimensions :
21,0 x 14,8 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.