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  • Multivariate Modelling of Non-Stationary Economic Time Series

    by John Hunter, Simon P. Burke, Alessandra Canepa ...
    Series series Economics and Finance (R0)
    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 non-stationary context, considering small sample correction, volatility and the impact of different orders of integration. Models with ... Read more

    $58.49 USD