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Cointegration for the Applied Economist by B. Bhaskara Rao

Cointegration for the Applied Economist

by B. Bhaskara Rao
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Book cover type: Hardcover
  • ISBN13: 9781403996145
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Palgrave MacMillan
  • Publisher Imprint: Palgrave MacMillan
  • Publication Date:
  • Pages: 260
  • Original Price: USD 109.99
  • Language: English
  • Edition: Second Edition 2007
  • Item Weight: 454 grams
  • BISAC Subject(s): Economics / General

The first edition of this book has been described as a landmark book, being the first of its kind in applied econometrics. This second edition is thoroughly revised and updated and explains how to use many recent technical developments in time series econometrics. The main objective of the book is to help many applied economists, with a limited background in econometric estimation theory, to understand and apply widely used time eseries econometric techniques.

JOSEPH P. BYRNE Lecturer, Department of Economics, University of Glasgow, UK DAVID A. DICKEY Statistcis Faculty, North Carolina State University, USA DARRYL HOLDEN Lecturer in Economics, University of Strathclyde, Glasgow, UK DENNIS W. JANSEN Professor of Economics, Texas A&M University, USA ROSELYNE JOYEUX Senior Lecturer in Economics, Macquarie University, Australia N.R. VASUDEVA MURTHY Professor of Economics, College of Business Administration, Creighton University, USA ROGER PERMAN Lecturer in Economics, University of Strathclyde, Glasgow, UK AMIT SEN Assistant Professor, Department of Economics, Xavier University, USA RON SMITH Birkbeck College, University of London, UK DANIEL THORNTON Assistant Vice President and Research Economist, Federal Reserve Bank of St Louis, USA.

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