Pfaff, Bernhard
Analysis of Integrated and Cointegrated Time Series with R
Table of contents
I. Theoretical Concepts
1. Univariate Analysis of Stationary Time Series
2. Multivariate Analysis of Stationary Time Series
3. Non-stationary Time Series
4. Cointegration
II. Unit Root Tests
5. Testing for the Order of Integration
6. Further Considerations
III. Cointegration
7. Single-Equation Methods
8. Multiple-Equation Methods
DRM-restrictions
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Keywords: MATHEMATICS / Probability & Statistics / General MAT029000
- Author(s)
- Pfaff, Bernhard
- Publisher
- Springer
- Publication year
- 2008
- Language
- en
- Edition
- 1
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9780387759678
