Thank you for visiting us. We are currently updating our shopping cart and regret to advise that it will be unavailable until September 1, 2014. We apologise for any inconvenience and look forward to serving you again.

Wiley
Wiley.com
Print this page Share

Practical Issues in Cointegration Analysis

Michael McAleer (Editor), Les Oxley (Editor)
ISBN: 978-0-631-21198-3
284 pages
August 1999, Wiley-Blackwell
Practical Issues in Cointegration Analysis (0631211985) cover image
The book comprises of seven up-to-date comprehensive surveys from leading scholars in Econometrics.
See More
1. Cointegration in Practice: Professor Michael J. McAleer (University of Western Australia and Adjunct Professor, Australian National University) Professor Les T. Oxley (University of Waikato).

2. A Primer on Unit Root Testing: Professor Peter C. B. Phillips (Yale University) and Professor Zhijie Xiao (University of Illinois at Urbana-Champaign).

3. Structural Analysis of Cointegrating VARs: Professor M. Hashem Pesaran (University of Cambridge) and Professor Ron P. Smith (Birkbeck College, University of London).

4. Shocking Stories: Dr. Sofia Levtchenkova (Australian National University), Professor Adrian Pagan (Australian National University), and Dr. John Robertson (Federal Reserve Bank of Atlanta).

5. Inference in Cointegrating Models: UK M1 Revisited: Dr. Jurgen A. Doornik, Professor David F. Hendry, and Dr. Bent Nielsen (all Nuffield College, Oxford).

6. An Econometric Analysis of I(2) Variables: Professor Niels Haldrup (Aarhus University).

7. Approximations to the Asymptotic Distributions of Cointegration Tests: Dr. Jurgen A. Doornik (Nuffield College, Oxford).

8. Cointegration Analysis of Seasonal Time Series: Professor Philip-Hans Franses (University of Rotterdam) and Professor Michael McAleer (University of Western Australia and Adjunct Professor, Australian National University).

See More
* The first book in the new series Surveys of Recent Research in Economics .
* Up-to-date comprehensive surveys from some of the leading scholars in Econometrics.
* Each survey uses empirical examples to illustrate the issue at hand.
* Specifically written to bridge the gap between textbook and specialist journal contributions.
See More

Related Titles

Back to Top