Applied time series econometrics /

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literatur...

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Bibliographic Details
Other Authors: Lütkepohl, Helmut (Editor), Krätzig, Markus, 1974- (Editor)
Format: Electronic eBook
Language:English
Published: Cambridge : Cambridge University Press, 2004.
Series:Themes in modern econometrics.
Subjects:
Online Access:CONNECT