The analysis of integrated and co-integrated time series is arguably the main methodology used in applied econometrics. This brilliant book introduces readers to the subject and equips them to conduct various tests themselves by using the free statistical programming environment R.
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The analysis of integrated and co-integrated time series is arguably the main methodology used in applied econometrics. This brilliant book introduces readers to the subject and equips them to conduct various tests themselves by using the free statistical programming environment R.
Read Less
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