for the Applied Economist

  • B. Bhaskara Rao

Table of contents

  1. Front Matter
    Pages i-xviii
  2. B. Bhaskara Rao
    Pages 1-8
  3. David A. Dickey, Dennis W. Jansen, Daniel L. Thornton
    Pages 9-45
  4. Darryl Holden, Roger Perman
    Pages 47-112
  5. Back Matter
    Pages 185-231

About this book


`This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for calculation, this approach is an excellent perception of the needs of senior undergraduates and graduate students.' - Professor W.P. Hogan, The University of Sydney Applied economists, with modest econometric background, are now desperately looking for expository literature on the unit roots and cointegration techniques. This volume of expository essays is written for them. It explains in a simple style various tests for the existence of unit roots and how to estimate cointegration relationships. Original data are given to enable easy replications. Limitations of some existing unit root tests are also discussed.


cointegration integration macroeconomics time series

Editors and affiliations

  • B. Bhaskara Rao
    • 1
  1. 1.University of New South WalesKensingtonAustralia

Bibliographic information