Essays on Econometrics of Cointegration.

Nonstationary time series arising from autoregressice models with roots on or near the unit circle have been an intensive subject of econometric reseach during the last twenty years. Heikki Kauppi's doctoral dissertation deals with several topics in the area of theoretical econometrics of integrated, near integrated, and cointegrated time series.

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Year of publication:	1999
Authors:	Kauppi, H.
Institutions:	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta
Subject:	ECONOMETRICS \| TIME SERIES

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Series:	University of Helsinki, Department of Economics.
Type of publication:	Book / Working Paper
Notes:	148 pages
Classification:	C00 - Mathematical and Quantitative Methods. General ; C10 - Econometric and Statistical Methods: General. General ; C22 - Time-Series Models ; C32 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005625276