R-code for examples in the book
Table of ContentsUnivariate analysis of stationary time series.- Multivariate analysis of stationary time series.- Non-stationary time series.- Cointegration.- Testing for the order of integration.- Further considerations.- Single equation methods.- Multiple equation methods.- Appendix.- Abbreviations, nomenclature and symbols.- List of tables.- List of figures.- List of R code.- References.
Write a Review
and post it to your social network
Most Helpful Customer Reviews
See all customer reviews >