The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.
Dimensions:
152 mm x 229 mm x 20 mm
Format:
Paperback / softback
Published Date:
04/08/2004
Publisher:
Cambridge University Press