Burke, Simon P.

Modelling non-stationary economic time series : a multivariate approach / Simon P. Burke and John Hunter. - Houndmills, Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2005. - vii, 253 p. : ill. ; 24 cm. - Palgrave texts in econometrics .

Includes bibliographical references (p. 240-249) and index.

140390202X (cloth) 1403902038 (pbk.)

2004056896


Econometric models.
Time-series analysis.

HB141 / .B866 2005

330/.01/51955