Applied Time Series Econometrics

Cambridge University Press, 2004

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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.

ISBN-13
9780521547871
ISBN-10
0521547873
Publisher
Cambridge University Press
Year
2004
Publication date
2004-08-04
Pages
352
Dimensions
229x154x21
Weight
536