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

2nd ed. 2008

Book Details

Format Paperback / Softback
Book Series Use R!
ISBN-10 0387759662
ISBN-13 9780387759661
Edition 2nd ed. 2008
Publisher Springer-Verlag New York Inc.
Imprint Springer-Verlag New York Inc.
Country of Manufacture US
Country of Publication GB
Publication Date Aug 11th, 2008
Print length 190 Pages
Weight 354 grams
Dimensions 23.50 x 15.70 x 1.10 cms
Product Classification: EconometricsProbability & statistics
Ksh 12,600.00
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This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
The book is enriched by numerous programming examples to artificial and real data so that it is ideally suited as an accompanying text book to computer lab classes.The second edition adds a discussion of vector auto-regressive, structural vector auto-regressive, and structural vector error-correction models.

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