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Cointegration Econometric Analysis

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Cointegration Econometric Analysis - Harris
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The book introduces co-integration techniques at a very moderate technical level; testing for (co-) integration is explained thoroughly with plenty of examples which emphasise how the tests are actually performed

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Cointegration Econometric Analysis 1995, Financial TImes Prentice Hall, Upper Saddle River

ISBN-13: 9780133558920

Paperback