Hunter, John
Libros de: Hunter, John
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Multivariate Modelling of Non-Stationary Economic Time Series
Burke, Simon Canepa, Alessandra Hunter, John
Palgrave (2017)
- 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 ...