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Cointegration for the Applied Economist

Cointegration for the Applied Economist

Hardcover

Economics

ISBN10: 1403996148
ISBN13: 9781403996145
Publisher: Springer Nature
Published: Aug 24 2007
Pages: 260
Weight: 1.00
Height: 0.80 Width: 5.40 Depth: 8.50
Language: English
The first edition of this book has been described as a landmark book, being the first of its kind in applied econometrics. This second edition is thoroughly revised and updated and explains how to use many recent technical developments in time series 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.

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Economics