pt. 1. Theoretical concepts -- pt. 2. Unit root tests -- pt. 3. Cointegration
Summary
The analysis of integrated and co-integrated time series can be considered as the main methodology employed in applied econometrics. This book enables the reader to conduct the various unit root tests and co-integration methods on his own by utilizing the free statistical programming environment R
Bibliography
Includes bibliographical references (pages 169-175)-and indexes
