2008

Analysis of Integrated and Cointegrated Time Series with R

Authors:

ISBN: 978-0-387-75966-1 (Print) 978-0-387-75967-8 (Online)

Table of contents (8 chapters)

  1. Front Matter

    Pages i-xx

  2. Theoretical Concepts

    1. No Access

      Book Chapter

      Pages 3-21

      Univariate Analysis of Stationary Time Series

    2. No Access

      Book Chapter

      Pages 23-51

      Multivariate Analysis of Stationary Time Series

    3. No Access

      Book Chapter

      Pages 53-71

      Non-stationary Time Series

    4. No Access

      Book Chapter

      Pages 73-87

      Cointegration

  3. Unit Root Tests

    1. No Access

      Book Chapter

      Pages 91-105

      Testing for the Order of Integration

    2. No Access

      Book Chapter

      Pages 107-118

      Further Considerations

  4. Cointegration

    1. No Access

      Book Chapter

      Pages 121-127

      Single-Equation Methods

    2. No Access

      Book Chapter

      Pages 129-159

      Multiple-Equation Methods

  5. Back Matter

    Pages 161-188