Cointegration for the applied economist
Éditeur :
Palgrave USA
ISBN :
9781403996145
Date de publication :
24 août 2007
Dimensions :
21,6 x 14,0 cm
Langue :
Anglais
Pays d'origine :
USA
The first edition of this book has been described as a landmark book, being the first of its kind in applied econometrics. The main objective of the book is to help many applied economists, with a limited background in econometric estimation theory, to understand and apply widely used time eseries econometric techniques.