The book comprises of seven up-to-date comprehensive surveys from leading scholars in Econometrics.
Michael McAleer and Les Oxley are the authors of Practical Issues in Cointegration Analysis, published by Wiley.
Editorial Preface
vi
Professor Les T. Oxley
Professor Michael J. McAleer
Cointegration in Practice:
1
(6)
Professor Les T. Oxley
Professor Michael J. McAleer
A Primer on Unit Root Testing:
7
(48)
Professor Peter C. B. Phillips
Professor Zhijie Xiao
Structural Analysis of Cointegrating VARs:
55
(36)
Professor M. Hashem Pesaran
Professor Ron P. Smith
Shocking Stories:
91
(26)
Dr. Sofia Levtchenkova
Professor Adrian Pagan
Dr. John Robertson
Inference in Cointegrating Models: UK M1 Revisited:
117
(40)
Dr. Jurgen A. Doornik
Professor David F. Hendry
Dr. Bent Nielsen
Approximations to the Asymptotic Distributions of Cointegration Tests:
157
(22)
Dr. Jurgen A. Doornik
An Econometric Analysis of I(2) Variables:
179
(56)
Professor Niels Haldrup
Cointegration Analysis of Seasonal Time Series:
235
(28)
Professor Philip-Hans Franses
Adjunct Professor Michael McAleer
Author Index
263
(6)
Subject Index
269
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