Cointegration Econometric Analysis, 1st edition

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Overview

The book introduces co-integration techniques at a very moderate technical level; testing for (co-) integration is explained thoroughly with plenty of examples which emphasise how the tests are actually performed

Table of contents

1. Introduction and Overview
2. Short - and Long-Run Models
3. Testing for Unit Roots
4. Cointegration in Single Equations
5. Cointegration in Multivariate Systems
6. Modelling the Short-Run and Other Extensions
Appendix
References
Index

Published by Pearson (April 27th 1995) - Copyright © 1995