Practical Issues in Cointegration Analysis (Journal of Economic Surveys)
Contributors: Leslie Oxley (Editor); Michael McAleer (Editor)
Publisher: Blackwell Publishing Limited
Published: June 1, 1999
Language: eng
Number of pages: 280
ISBN-13: 9780631211983
First sentence: The publication of Dickey and Fuller (1979) and Johansen (1988), among others, opened the area of non-stationary time series estimation and testing to serious academic investigation.