Cointegration for the applied economist /
This volume of expository essays brings recent theoretical developments on unit roots and cointegration within the reach of the average applied economist. Contributors include well-known experts David Dickey, Dennis Jansen and Daniel Thornton, Phillipe Perron, Yash Mehra, Roger Perman and Dennis Hol...
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| Format: | Book |
| Language: | English |
| Published: |
New York :
St. Martin's Press,
1994.
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