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Nonstationary Time Series Analysis and Cointegration (Advanced Texts in Econometrics)

Hargreaves, Colin

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ISBN 10: 0198773927 / ISBN 13: 9780198773924
Published by Oxford University Press(UK), 1994
Used Condition: Very Good Soft cover
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NOT ex-library. Very good paperback copy. Spine is uncreased, binding tight and sturdy, text also very good; shelfwear is very minor. Spine sunned to even fade. Ships from Dinkytown in Minneapolis, Minnesota. Bookseller Inventory # 147042

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Bibliographic Details

Title: Nonstationary Time Series Analysis and ...

Publisher: Oxford University Press(UK)

Publication Date: 1994

Binding: Paperback

Book Condition:Very Good

About this title


Major developments in the analysis of non-stationary time series and cointegration are described in this study. Papers include David Hendry's work on forecasting, Peter Phillip's work on Bayesian models, Svend Hylleberg's work on seasonality, and Adrian Pagan's work on real business cycle models. Other topics covered include an overview of the different estimators of cointegrating relationships, and a new test of cointegration. Applications find roots in macroeconomic series, test the Fisher Hypothesis, test money demand functions, and test for inflation bubbles.

About the Author:

Colin P. Hargreaves is at Economic Modelling Bureau of Australia, Canberra.

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