Applied Time Series Econometrics

by Helmut Lütkepohl

Book Overview

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 literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical...

• Format: Paperback
• Language: English
• ISBN: 0521547873
• ISBN13: 9780521547871
• Release Date: August 2004
• Publisher: Cambridge University Press
• Length: 352 Pages
• Weight: 1.12 lbs.
• Dimensions: 0.8" x 6.0" x 9.0"