Articles liés à Cointegration for the Applied Economist

Cointegration for the Applied Economist - Couverture rigide

 
9780333595695: Cointegration for the Applied Economist

Synopsis

Designed for applied economists with a modest econometric background, this volume of expository essays explains in a simple style various tests for the existence of unit roots and how to estimate co-integration relationships. Original data is given to enable easy replications.

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