Cointegration

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Analysis of Integrated and Cointegrated Time Series with R

Analysis of Integrated and Cointegrated Time Series with R
Author :
Publisher : Springer Science & Business Media
Total Pages : 193
Release :
ISBN-10 : 9780387759678
ISBN-13 : 0387759670
Rating : 4/5 (670 Downloads)

Book Synopsis Analysis of Integrated and Cointegrated Time Series with R by : Bernhard Pfaff

Download or read book Analysis of Integrated and Cointegrated Time Series with R written by Bernhard Pfaff and published by Springer Science & Business Media. This book was released on 2008-09-03 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.


Analysis of Integrated and Cointegrated Time Series with R Related Books

Analysis of Integrated and Cointegrated Time Series with R
Language: en
Pages: 193
Authors: Bernhard Pfaff
Categories: Business & Economics
Type: BOOK - Published: 2008-09-03 - Publisher: Springer Science & Business Media

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This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
Workbook on Cointegration
Language: en
Pages: 178
Authors: Peter Reinhard Hansen
Categories: Business & Economics
Type: BOOK - Published: 1998 - Publisher: Oxford University Press, USA

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Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Soren Johansen's remarkable contribution to the theory of
Unit Roots, Cointegration, and Structural Change
Language: en
Pages: 528
Authors: G. S. Maddala
Categories: Business & Economics
Type: BOOK - Published: 1998 - Publisher: Cambridge University Press

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A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Cointegration, Causality, and Forecasting
Language: en
Pages: 512
Authors: Halbert White
Categories: Business & Economics
Type: BOOK - Published: 1999 - Publisher: Oxford University Press, USA

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A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or st
Cointegration
Language: en
Pages: 247
Authors: Bhaskara B. Rao
Categories: Business & Economics
Type: BOOK - Published: 2016-07-27 - Publisher: Springer

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`This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegrati