Télécharger le livre :  Multivariate Modelling of Non-Stationary Economic Time Series
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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...

Editeur : Palgrave Macmillan
Parution : 2017-05-08
Collection : Palgrave Texts in Econometrics
PDF, ePub

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