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Burke, Simon

Libros de: Burke, Simon

Mostrando 2 libros encontrados. (1 páginas).

  • Multivariate Modelling of Non-Stationary Economic Time Series

    Multivariate Modelling of Non-Stationary Economic Time Series

    Burke, Simon Canepa, Alessandra Hunter, John

    Palgrave (2017)

    valoración

    • EAN: 9780230243309
    • Páginas: 256
    • Fecha de edición: 2017

    pvp.126,95 €

    Disponible entre 11 y 20 dias

    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 ...

  • Modelling Non-Stationary Economic Time Series

    Modelling Non-Stationary Economic Time Series

    Burke, Simon

    Macmillan Publishers (2005)

    valoración

    • EAN: 9781403902030
    • Páginas: 253
    • Fecha de edición: 2005

    pvp.47,95 €

    Disponible entre 11 y 20 dias

    Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory ...