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Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/7493Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Burke, SP | - |
| dc.contributor.author | Hunter, J | - |
| dc.date.accessioned | 2013-06-24T09:42:25Z | - |
| dc.date.available | 2013-06-24T09:42:25Z | - |
| dc.date.issued | 2005 | - |
| dc.identifier.citation | Chapters 1 & 6, In Modelling non-stationary economic time series: A multivariate approach, Palgrave Texts in Econometrics, Jun 2005 | en_US |
| dc.identifier.isbn | 9781403902023 | - |
| dc.identifier.uri | http://www.palgraveconnect.com/pc/doifinder/10.1057/9780230005785 | en |
| dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/7493 | - |
| dc.description | Copyright @ 2005 Palgrave Macmillan | en_US |
| dc.description.abstract | Cointegration, 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. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Palgrave Macmillan | en_US |
| dc.title | Modelling non-stationary economic time series: A multivariate approach | en_US |
| dc.type | Book | en_US |
| dc.identifier.doi | http://dx.doi.org/10.1057/9780230005785 | - |
| pubs.place-of-publication | Basingstoke | - |
| pubs.organisational-data | /Brunel | - |
| pubs.organisational-data | /Brunel/Brunel Active Staff | - |
| pubs.organisational-data | /Brunel/Brunel Active Staff/School of Social Sciences | - |
| pubs.organisational-data | /Brunel/Brunel Active Staff/School of Social Sciences/Economics and Finance | - |
| pubs.organisational-data | /Brunel/Group Publication Pages | - |
| Appears in Collections: | Economics and Finance Publications Dept of Economics and Finance Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Chapter_1.pdf | 110.59 kB | Adobe PDF | View/Open | |
| Chapter_6.pdf | 282.22 kB | Adobe PDF | View/Open |
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