Multivariate modelling of non-stationary economic time series

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Bibliographic Information

Title
"Multivariate modelling of non-stationary economic time series"
Statement of Responsibility
John Hunter, Simon P. Burke, Alessandra Canepa
Publisher
  • Palgrave Macmillan
Publication Year
  • c2017
Book size
22 cm
Series Name / No
  • : softcover
Other Title
  • Modelling non-stationary economic time series : a multivariate approach

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Notes

"Second edition of their book Modelling non-stationary economic time series"--Pref

1st ed.: 2005

Includes bibliographical references and index

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