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About this book
`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.
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Table of contents (6 chapters)
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Front Matter
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Back Matter
Editors and Affiliations
Bibliographic Information
Book Title: Cointegration
Book Subtitle: for the Applied Economist
Editors: B. Bhaskara Rao
DOI: https://doi.org/10.1007/978-1-349-23529-2
Publisher: Palgrave Macmillan London
eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)
Copyright Information: B. Bhaskara Rao 1994
Softcover ISBN: 978-0-333-61625-3Published: 23 August 1994
eBook ISBN: 978-1-349-23529-2Published: 27 July 2016
Edition Number: 1
Number of Pages: XVIII, 231
Topics: Econometrics, Economic Theory/Quantitative Economics/Mathematical Methods