Palgrave Texts in Econometrics: A Multivariate Approach

Burke, S.; Hunter, J.

Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural breaks associated with regime changes and what to do when variables are of different orders of integration.

Details

Published by: Palgrave Macmillan

Publication Date: 2005-06-14

Format: Paperback

ISBN-13: 9781403902030

DOI: 10.1057/9780230005785

Dimensions: 235cm x155cm

Pages: 253