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Co-Integration for the Applied Economist / Edition 2

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The second edition of the landmark book on unit roots and cointegration techniques updated with new developments.

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Editorial Reviews

From the Publisher
Praise for the first edition:
"This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for calculation, this approach is an excellent perception of the needs of senior undergraduates and graduate students."—W.P. Hogan, University of Sydney
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Product Details

  • ISBN-13: 9781403996145
  • Publisher: Palgrave Macmillan
  • Publication date: 10/30/2007
  • Edition description: Second Edition
  • Edition number: 2
  • Pages: 256
  • Product dimensions: 5.50 (w) x 8.50 (h) x 0.75 (d)

Meet the Author

B. BHASKARA RAO is Professor of Economics at the University of the South Pacific, Fiji.

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Table of Contents

Introduction; B.B.Rao A Primer on Cointegration with an Application to Money and Income; D.A.Dickey, D.W.Jansen & D.L.Thornton The Significance of Unit Roots and the Pitfalls of Mechanical Statistics; R.Smith Unit Roots and Structural Breaks: A Survey of the Literature; J.P.Byrne & R.Perman New Unit-Root Tests Designed for the Trend-Break Stationary Alternative: Simulation Evidence and Empirical Applications; A.Sen How to Deal with Structural Breaks in Practical Cointegration Analysis: An Empirical Example; N.R.V.Murthy Wage Growth and the Inflation Process: An Empirical Approach; Y.P.MehraThe second edition of the landmark book on unit roots and cointegration techniques updated with new developments.
Postgraduates and scholars of econometrics

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