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 expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and ...
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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 non-stationary context, considering small sample correction, volatility and the impact of different orders of integration. Models with expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and guidance to the now vast literature facing students and graduate economists.
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Add this copy of Multivariate Modelling of Non-Stationary Economic Time to cart. $59.07, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2017 by Palgrave Macmillan.
Edition:
2nd Softcover Reprint of the Original 2nd 2017 edition
Publisher:
Palgrave MacMillan
Published:
2017
Language:
English
Alibris ID:
18341471256
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Standard Shipping: $4.89
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Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 750grams, ISBN: 9780230243316.
Add this copy of Multivariate Modelling of Non-Stationary Economic Time to cart. $65.73, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2017 by Palgrave Macmillan.
Edition:
2nd Softcover Reprint of the Original 2nd 2017 edition
Publisher:
Palgrave MacMillan
Published:
2017
Language:
English
Alibris ID:
17666322755
Shipping Options:
Standard Shipping: $4.89
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 750grams, ISBN: 9780230243316.
Add this copy of Multivariate Modelling of Non-Stationary Economic Time to cart. $74.82, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2017 by Palgrave MacMillan.
Add this copy of Multivariate Modelling of Non-Stationary Economic Time to cart. $238.80, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2017 by Palgrave MacMillan.
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