LIBROS DEL AUTOR: alessandra canepa

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  • Multivariate Modelling of Non-Stationary Economic Time Series
    Alessandra Canepa / John Hunter / Simon P. Burke
    ...
    Disponible

    77,52 €

  • Multivariate Modelling of Non-Stationary Economic Time Series
    Alessandra Canepa / John Hunter / Simon P. Burke
    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 integ...
    Disponible

    277,50 €