Non-Stationary Time Series Analysis and Cointegration
Book Description
This book shows major developments in the econometric analysis of the long run (non-stationary and cointegration) - a field which has developed dramatically over the last twelve years. The papers here describe and evaluate new methods, provide useful overviews, and show detailed implementations helpful to practitioners. Papers include Michael Clements and David Hendry's substantive analysis of ... More
Book Information
Publisher | Oxford University Press Inc |
Binding | Paperback (2 editions) |
Reading Level | Uncategorized |
# of Pages | 328 |
ISBN-10 | 0198773927 |
ISBN-13 | 978-0198773924 |
Publication Date | 10/13/1994 |
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