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Analysis of Integrated and Cointegrated Time Series with R

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Cover of 'Analysis of Integrated and Cointegrated Time Series with R'

Table of Contents

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    Book Overview
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    Chapter 1 Univariate Analysis of Stationary Time Series
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    Chapter 2 Multivariate Analysis of Stationary Time Series
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    Chapter 3 Non-stationary Time Series
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    Chapter 4 Cointegration
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    Chapter 5 Testing for the Order of Integration
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    Chapter 6 Further Considerations
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    Chapter 7 Single-Equation Methods
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    Chapter 8 Multiple-Equation Methods
Attention for Chapter 8: Multiple-Equation Methods
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