Multivariate Modelling of Non-Stationary Economic Time Series
Alessandra Canepa, John Hunter, Simon P. Burke
Palgrave Macmillan, 2017
79,75 €On orderDelivery: 2-3 weeks
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.
- ISBN-13
- 9780230243316
- ISBN-10
- 0230243312
- Publisher
- Palgrave Macmillan
- Year
- 2017
- Publication date
- 2017-08-24
- Pages
- 502
- Dimensions
- 150x210x32
- Weight
- 668