Bernhard Pfaff focuses on the main methodology employed in applied econometrics. This text shows how to conduct the various unit root tests and co-integration methods using the free statistical programming environment R. It includes numerous programming examples involving artificial and real data.
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Bernhard Pfaff focuses on the main methodology employed in applied econometrics. This text shows how to conduct the various unit root tests and co-integration methods using the free statistical programming environment R. It includes numerous programming examples involving artificial and real data.
Read Less