Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future

Recent developments in nonstationary time series and cointegration are discussed and three new books in the area are reviewed. Some perspectives concerning the scope of current interest in the field are provided, and some novel themes for future research are outlined.

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Year of publication:	1994-09
Authors:	Phillips, Peter C.B.
Institutions:	Cowles Foundation for Research in Economics, Yale University

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Extent:	application/pdf
Series:	Cowles Foundation Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	CFP 893. Published in Journal of Applied Econometrics (1995), 10: 87-94 The price is None Number 1081 15 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005762808