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Practical Issues in Cointegration Analysis (Paperback) Loot Price: R741
Discovery Miles 7 410
Practical Issues in Cointegration Analysis (Paperback): McAleer

Practical Issues in Cointegration Analysis (Paperback)

McAleer

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Loot Price R741 Discovery Miles 7 410 | Repayment Terms: R69 pm x 12*

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Comprising of seven up-to-date comprehensive surveys from leading scholars in Econometrics, this book follows the format of the highly successful book, "Surveys in Econometrics," edited by Oxley, et al. (Blackwell Publishers 1995).

This collection is a unique resource for advanced undergraduate and postgraduate students on quantitative/econometrics courses, as well as a wider range of academics and professional economists.

The contributions consider a range of contemporary topics from the area of cointegration and unit root testing where empirical examples are used wherever possible to illustrate the issue at hand. The topics range from issues associated with seasonality and cointegration, to panel unit root tests and the econometrics of I(2) processes.

General

Imprint: Blackwell Publishers
Country of origin: United Kingdom
Release date: May 1999
First published: July 1999
Authors: McAleer
Dimensions: 254 x 180 x 15mm (L x W x T)
Format: Paperback
Pages: 284
ISBN-13: 978-0-631-21198-3
Categories: Books > Business & Economics > Economics > Econometrics > General
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LSN: 0-631-21198-5
Barcode: 9780631211983

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