Analysis of Integrated and Cointegrated Time Series with R
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The analysis of integrated and co-integrated time series is arguably the main methodology used in applied econometrics. This brilliant book introduces readers to the subject and equips them to conduct various tests themselves by using the free statistical programming environment R.
- Category: Mathematics
- Published: 11 August 2008
- Publisher: Springer New York
- Print Length: 208 Pages
- Language: English