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Non-Stationary Time Series Analysis and Cointegration


Book Description
Major developments in the analysis of non-stationary time series and cointegration are described in this study. Papers include David Hendry's work on forecasting, Peter Phillip's work on Bayesian models, Svend Hylleberg's work on seasonality, and Adrian Pagan's work on real business cycle models. Other topics covered include an overview of the different estimators of cointegrating relationships, a... More
Book Information
PublisherOxford University Press Inc
BindingHardcover (2 editions)
Reading LevelUncategorized
# of Pages328
ISBN-100198773919
ISBN-13978-0198773917
Publication Date11/1994
The Creators
About Colin Hargreaves (Editor) : Colin Hargreaves is a published editor of children's books. Published credits of Colin Hargreaves include Non-Stationary Time Series Analysis and Cointegration (Advanced Texts in Econometrics).
View Colin Hargreaves' profile
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