| Nonstationary Time Series Analysis and Cointegration Contributor(s): Hargreaves, Colin (Editor) |
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ISBN: 0198773927 ISBN-13: 9780198773924 Publisher: OUP Oxford OUR PRICE: $75.05 Product Type: Paperback Published: December 1994 |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics |
| Dewey: 330.015 |
| LCCN: 94028291 |
| Lexile Measure: 1500 |
| Series: Advanced Texts in Econometrics (Paperback) |
| Physical Information: 0.79" H x 6.15" W x 9.15" (1.10 lbs) 328 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This collection of papers explores the major developments in the analysis of non-stationary time series and cointegration. It provides comprehensive coverage of the depth of the current research and demonstrates the importance of an understanding of non-stationarity and cointegration. Papers cover David Hendry's work on forecasting, Peter Phillips' work on Bayesian models, Svend Hylleberg's work on seasonality, and Adrian Pagan's work on real business cycle models. Also included is an overview of the different estimators of cointegrating relationships and a new test of cointegration. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature. |