Themes in Modern Econometrics: Applied Time Series Econometrics - LUTHEPOHL

Themes in Modern Econometrics: Applied Time Series Econometrics - LUTHEPOHL

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9780521547871
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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.

TITLE: Themes in Modern Econometrics: Applied Time Series Econometrics

AUTHOR: LUTHEPOHL

SKU: 9780521547871

PUBLISHER: Cambridge University Press

DATE PUBLISHED: 04/08/2004

PLACE PUBLISHED: United Kingdom

PAGES: 352

BINDING: Paperback / softback

LANGUAGE: English

DIMENSIONS: 152 mm x 229 mm x 20 mm

WEIGHT: 490 gr

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