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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