Recent Developments in Cointegration

Recent Developments in Cointegration
Author: Katarina Juselius
Publisher: MDPI
Total Pages: 219
Release: 2018-07-05
Genre: Business & Economics
ISBN: 3038429554

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This book is a printed edition of the Special Issue "Recent Developments in Cointegration" that was published in Econometrics


Recent Developments in Cointegration
Language: en
Pages: 219
Authors: Katarina Juselius
Categories: Business & Economics
Type: BOOK - Published: 2018-07-05 - Publisher: MDPI

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This book is a printed edition of the Special Issue "Recent Developments in Cointegration" that was published in Econometrics
Recent Developments in Cointegration
Language: en
Pages:
Authors: Katarina Juselius (Ed.)
Categories:
Type: BOOK - Published: - Publisher:

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Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance
Language: en
Pages: 319
Authors: Gilles Dufrénot
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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This book is an introductory exposition of different topics that emerged in the literature as unifying themes between two fields of econometrics of time series,
The Cointegrated VAR Model
Language: en
Pages: 478
Authors: Katarina Juselius
Categories: Business & Economics
Type: BOOK - Published: 2006-12-07 - Publisher: OUP Oxford

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This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the
Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance
Language: en
Pages: 332
Authors: Gilles Dufrenot
Categories:
Type: BOOK - Published: 2014-09-01 - Publisher:

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