Non-Stationary Time Series Analysis and Cointegration

Zusatztext This volume covers a very comprehensive range of material, and most of the methodological content is either very recent or new, yet considerable emphasis is given to helpful practical applications of the various techniques described. As such, it ought to have considerable appeal to theorists and practitioners alike. Klappentext The econometric analysis of the long run has developed dramatically over the last 12 years. This volume describes and evaluates new methods! provides useful overviews! and shows detailed implementations helpful to practitioners. Zusammenfassung The econometric analysis of the long run has developed dramatically over the last 12 years. This volume describes and evaluates new methods, provides useful overviews, and shows detailed implementations helpful to practitioners.

Product details

• Authors: Hargreaves, Colin P. Hargreaves, Colin P. (Director (Ceo) Hargreaves
• Assisted by: Colin Hargreaves (Editor), Colin P. Hargreaves (Editor)
• Publisher: Oxford University Press
• Languages: English
• Product format: Paperback / Softback
• Released: 13.10.1994
• EAN: 9780198773924
• ISBN: 978-0-19-877392-4
• No. of pages: 326
• Series: Advanced Texts in Econometrics; Advanced Texts in Econometrics
• Subjects: Social sciences, law, business > Business > Economics; BUSINESS & ECONOMICS / Economics / Theory, BUSINESS & ECONOMICS / Econometrics, Economic theory & philosophy, Econometrics, Economic theory and philosophy, Econometrics and economic statistics