Applied time series econometrics
Éditeur :
Cambridge University Press
ISBN :
9780521839198
Date de publication :
2 août 2004
Dimensions :
23,8 x 15,7 x 2,4 cm
Poids :
600 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.