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£132.39
About as cheap as it gets — within 5% of the all-time low it hit 1 month ago.
£132 today · all-time low £128 (Sep 2026) · usually £130
MACMILLAN Multivariate Modelling Non-Stationary Economic Time Series
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Price History & Forecast
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Last 83 days · 83 data points (no recent data)
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Price Distribution
Price distribution over 83 days • 4 price levels
Price Analysis
Most common price: £132 (48 days, 57.8%)
Price range: £128 - £133
Price levels: 4 different prices over 83 days
Description
Key Features
Palgrave Texts in Econometrics series offering rigorous treatment of multivariate modelling techniques for non-stationary economic time series.
Detailed examination of impulse responses and forecasting performance under different integration orders and volatility conditions.
Coverage of advanced methodologies including Singular Spectrum Analysis (SSA), Kalman Filter and Structural Time Series approaches.
Extensive discussion of cointegration relationships and expectations-based models in time series analysis.
Addresses small sample correction techniques and their impact on estimation and inference in econometric models.
Comprehensive treatment of both stationary and non-stationary data within a unified multivariate framework.
Product Specifications
- Brand
- MACMILLAN
- Format
- hardcover
- ASIN
- 0230243304
- Domain
- Amazon UK
- Release Date
- 17 May 2017
- Listed Since
- 16 July 2016
Barcode
No barcode data available
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