Multivariate modelling of non-stationary economic time series

DOI10.1057/978-1-137-31303-4zbMath1376.91008MaRDI QIDQ516109

Yong-Cai Geng, Sumit K. Garg

Publication date: 21 March 2017

Published in: Palgrave Texts in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/978-1-137-31303-4

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

91B84: Economic time series analysis

91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance