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Practical Issues in Cointegration Analysis

Insights and Applications from Leading Econometric Scholars

Michael McAleer editor Les Oxley editor

Format:Paperback

Publisher:John Wiley and Sons Ltd

Published:16th May '99

Currently unavailable, and unfortunately no date known when it will be back

Practical Issues in Cointegration Analysis cover

This book offers comprehensive insights into cointegration analysis, featuring contributions from leading econometric scholars and practical examples to enhance understanding.

In Practical Issues in Cointegration Analysis, readers are introduced to a vital area of econometrics that addresses the complexities of cointegration among time series data. This book serves as a comprehensive guide, offering insights from leading scholars who provide empirical examples to illustrate key issues in the field. The authors aim to bridge the gap between theoretical concepts and practical applications, making the material accessible to both students and professionals.

Each chapter presents a thorough survey of recent advancements in cointegration analysis, discussing methodologies and their implications for economic research. The book emphasizes the importance of understanding the underlying relationships between non-stationary time series and how these relationships can inform economic modeling and forecasting. By presenting real-world applications, the authors highlight the relevance of cointegration in various economic contexts.

Practical Issues in Cointegration Analysis is designed to be a valuable resource for those looking to deepen their understanding of econometric techniques. With its clear explanations and practical focus, the book is an essential addition to the library of anyone interested in the quantitative analysis of economic data. It serves as a bridge between standard textbooks and specialized journal articles, making complex ideas more approachable for its readers.

ISBN: 9780631211983

Dimensions: 254mm x 180mm x 17mm

Weight: 680g

284 pages