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Applied Time Series Econometrics - Themes in Modern Econometrics Helmut Lutkepohl
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Applied Time Series Econometrics - Themes in Modern Econometrics
Helmut Lutkepohl
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.
352 pages, 69 b/w illus. 38 tables
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | August 2, 2004 |
| ISBN13 | 9780521839198 |
| Publishers | Cambridge University Press |
| Pages | 352 |
| Dimensions | 163 × 234 × 29 mm · 718 g |
| Language | English |
| Editor | Kratzig, Markus (Humboldt-Universitat zu Berlin) |
| Editor | Lutkepohl, Helmut (European University Institute, Florence) |
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