Cointegration PDF
By:Bhaskara B. Rao
Published on 2016-07-27 by Springer
`This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for calculation, this approach is an excellent perception of the needs of senior undergraduates and graduate students.' - Professor W.P. Hogan, The University of Sydney Applied economists, with modest econometric background, are now desperately looking for expository literature on the unit roots and cointegration techniques. This volume of expository essays is written for them. It explains in a simple style various tests for the existence of unit roots and how to estimate cointegration relationships. Original data are given to enable easy replications. Limitations of some existing unit root tests are also discussed.
This Book was ranked at 19 by Google Books for keyword Digital Currencies.
Book ID of Cointegration's Books is jQa_DAAAQBAJ, Book which was written byBhaskara B. Raohave ETAG "T/t17pSIPlQ"
Book which was published by Springer since 2016-07-27 have ISBNs, ISBN 13 Code is 9781349235292 and ISBN 10 Code is 1349235296
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Book which have "231 Pages" is Printed at BOOK under CategoryBusiness and Economics
Book was written in en
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