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Multivariate Modelling of Non-Stationary Economic Time Series

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Cover of 'Multivariate Modelling of Non-Stationary Economic Time Series'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Multivariate Time Series
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    Chapter 3 Cointegration
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    Chapter 4 Testing for Cointegration: Standard and Non-Standard Conditions
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    Chapter 5 Structure and Evaluation
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    Chapter 6 Testing in VECMs with Small Samples
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    Chapter 7 Heteroscedasticity and Multivariate Volatility
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    Chapter 8 Models with Alternative Orders of Integration
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    Chapter 9 The Structural Analysis of Time Series
Attention for Chapter 3: Cointegration
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