All-purpose | Everything Else

Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics)

by John Hunter

2020-07-23 16:38:47

Compare Price
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the ... Read more

This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering small sample correction, volatility and the impact of different orders of integration. Models with expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and guidance to the now vast literature facing students and graduate economists.

Less

Book Details

File size8.27 X 5.83 X 0 in
Print pages502
PublisherPalgrave Macmillan
Publication date May 10, 2017
LanguageEnglish
ISBN9780230243309
autor-image
John Hunter
Author
...

Compare Prices

Store Availability Book Format Condition Price
BetterWorld.com - New, Used, Rare Books & Textbooks In Stock Buy USD 73.24
Indigo Books & Music In Stock Buy CAD 279.30
BetterWorld.com - New, Used, Rare Books & TextbooksIn Stock
Format
Condition
Buy USD 73.24
Indigo Books & MusicIn Stock
Format
Condition
Buy CAD 279.30
Available Discount
No Discount available

Related Books

View All
The Pout-Pout Fish
☆ ☆ ☆ ☆ ☆
Made for Me
☆ ☆ ☆ ☆ ☆
Falter: Has the Human Game Begun to Play Itself Out?
☆ ☆ ☆ ☆ ☆
House of Shadows: An Enthralling Historical Mystery
☆ ☆ ☆ ☆ ☆
Feed Your Best Friend Better: Easy, Nutritious Meals and Treats for Dogs
☆ ☆ ☆ ☆ ☆
Can't Make This Stuff Up!: Finding the Upside to Life's Downs
☆ ☆ ☆ ☆ ☆
Commander in Cheat: How Golf Explains Trump
☆ ☆ ☆ ☆ ☆
There Was an Old Lady Who Swallowed a Chick!
☆ ☆ ☆ ☆ ☆
We Are Not Friends (You Are Not Small)
☆ ☆ ☆ ☆ ☆
The Book Club
☆ ☆ ☆ ☆ ☆
Clean & Lean: 30 Days, 30 Foods, a New You!
☆ ☆ ☆ ☆ ☆
Diary of an Awesome Friendly Kid: Rowley Jefferson's Journal
☆ ☆ ☆ ☆ ☆
Secrets Between Us: An absolutely gripping psychological thriller
☆ ☆ ☆ ☆ ☆
Good Night, Little Blue Truck
☆ ☆ ☆ ☆ ☆
The Silent Woman (Cat Carlisle, Book 1)
☆ ☆ ☆ ☆ ☆
Twinkle, Twinkle, Little Star (Indestructibles Series)
☆ ☆ ☆ ☆ ☆
The Wonderful Things You Will Be
☆ ☆ ☆ ☆ ☆
Trillion Dollar Coach: The Leadership Playbook of Silicon Valley's Bill Campbell
☆ ☆ ☆ ☆ ☆
Row, Row, Row Your Boat (Indestructibles Series)
☆ ☆ ☆ ☆ ☆
Going to School
☆ ☆ ☆ ☆ ☆
The Secret Wife: A captivating story of romance, passion and mystery
☆ ☆ ☆ ☆ ☆
American Moonshot: John F. Kennedy and the Great Space Race
☆ ☆ ☆ ☆ ☆
Life Will Be the Death of Me: ...And You Too!
☆ ☆ ☆ ☆ ☆
Hurricane Season
☆ ☆ ☆ ☆ ☆
You Be You: Detox Your Life, Crush Your Limitations, and Own Your Awesome
☆ ☆ ☆ ☆ ☆

Join us and get access to all
your favourite books

Sign up for free and start exploring thousands of eBooks today.

Sign up for free

Stay in touch.

© 2026 AMPLE READS