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Multivariate Modelling of Non-Stationary Economic Time Series - Palgrave Texts in Econometrics John Hunter 2nd ed. 2017 edition
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Multivariate Modelling of Non-Stationary Economic Time Series - Palgrave Texts in Econometrics
John Hunter
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.
262 pages, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2017. gada 17. maijs |
| ISBN13 | 9780230243309 |
| Izdevēji | Palgrave Macmillan |
| Lapas | 502 |
| Izmēri | 148 × 210 × 29 mm · 766 g |
| Valoda | Angļu |
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