How Long to Read Multivariate Modelling of Non-Stationary Economic Time Series

How Long Does it Take to Read Multivariate Modelling of Non-Stationary Economic Time Series?

It takes the average reader 8 hours and 26 minutes to read Multivariate Modelling of Non-Stationary Economic Time Series by John Hunter

Assuming a reading speed of 250 words per minute. Learn more

Description

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 integration. Models with expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and guidance to the now vast literature facing students and graduate economists.

How long is Multivariate Modelling of Non-Stationary Economic Time Series?

Multivariate Modelling of Non-Stationary Economic Time Series by John Hunter is 502 pages long, and a total of 126,504 words.

This makes it 169% the length of the average book. It also has 155% more words than the average book.

How Long Does it Take to Read Multivariate Modelling of Non-Stationary Economic Time Series Aloud?

The average oral reading speed is 183 words per minute. This means it takes 11 hours and 31 minutes to read Multivariate Modelling of Non-Stationary Economic Time Series aloud.

What Reading Level is Multivariate Modelling of Non-Stationary Economic Time Series?

Multivariate Modelling of Non-Stationary Economic Time Series is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Multivariate Modelling of Non-Stationary Economic Time Series?

Multivariate Modelling of Non-Stationary Economic Time Series by John Hunter is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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