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Applied Time Series Econometrics

By: (Edited by) Helmut Lutkepohl , (Edited by) Markus Kratzig

Manufacture on Demand

Ksh 7,900.00

Format: Paperback / Softback

ISBN-10: 0521547873

ISBN-13: 9780521547871

Series: Themes in Modern Econometrics

Publisher: Cambridge University Press

Imprint: Cambridge University Press

Country of Manufacture: GB

Country of Publication: GB

Publication Date: Aug 4th, 2004

Print length: 352 Pages

Weight: 536 grams

Dimensions (height x width x thickness): 22.90 x 15.40 x 2.10 cms

Product Classification: Econometrics

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The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.

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