rent-now

Rent More, Save More! Use code: ECRENTAL

5% off 1 book, 7% off 2 books, 10% off 3+ books

9780631211983

Practical Issues in Cointegration Analysis

by ;
  • ISBN13:

    9780631211983

  • ISBN10:

    0631211985

  • Edition: 1st
  • Format: Paperback
  • Copyright: 1999-08-03
  • Publisher: Wiley-Blackwell
  • Purchase Benefits
  • Free Shipping Icon Free Shipping On Orders Over $35!
    Your order must be $35 or more to qualify for free economy shipping. Bulk sales, PO's, Marketplace items, eBooks and apparel do not qualify for this offer.
  • eCampus.com Logo Get Rewarded for Ordering Your Textbooks! Enroll Now
  • Write a Review Icon Write a Review
List Price: $72.00 Save up to $0.07
  • Buy New
    $71.93
    Add to Cart Free Shipping Icon Free Shipping

    PRINT ON DEMAND: 2-4 WEEKS. THIS ITEM CANNOT BE CANCELLED OR RETURNED.

Summary

The book comprises of seven up-to-date comprehensive surveys from leading scholars in Econometrics.

Author Biography

Michael McAleer and Les Oxley are the authors of Practical Issues in Cointegration Analysis, published by Wiley.

Table of Contents

Editorial Preface vi
Professor Les T. Oxley
Professor Michael J. McAleer
Cointegration in Practice:
1(6)
Professor Les T. Oxley
Professor Michael J. McAleer
A Primer on Unit Root Testing:
7(48)
Professor Peter C. B. Phillips
Professor Zhijie Xiao
Structural Analysis of Cointegrating VARs:
55(36)
Professor M. Hashem Pesaran
Professor Ron P. Smith
Shocking Stories:
91(26)
Dr. Sofia Levtchenkova
Professor Adrian Pagan
Dr. John Robertson
Inference in Cointegrating Models: UK M1 Revisited:
117(40)
Dr. Jurgen A. Doornik
Professor David F. Hendry
Dr. Bent Nielsen
Approximations to the Asymptotic Distributions of Cointegration Tests:
157(22)
Dr. Jurgen A. Doornik
An Econometric Analysis of I(2) Variables:
179(56)
Professor Niels Haldrup
Cointegration Analysis of Seasonal Time Series:
235(28)
Professor Philip-Hans Franses
Adjunct Professor Michael McAleer
Author Index 263(6)
Subject Index 269

Supplemental Materials

What is included with this book?

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

Rewards Program