Applied Time Series Econometrics

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Applied Time Series Econometrics

By Helmut L├╝tkepohl et al

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The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.

Subject: Business & Economics -> Economics -> Forecasting/Econometrics

Applied Time Series Econometrics
1st edition
Publisher: Cambridge University Press 2/8/04
Imprint: Cambridge University Press
Language: English

ISBN 10: 0511208448
ISBN 13: 9780511208447
Print ISBN: 9780521839198

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