Nonstationary Time Series Analysis and Cointegration shows major developments in the econometric analysis of the long run (of nonstationarity and cointegration)
This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important a
