This monograph relates cointegration to economic theories and describes cointegrated regression as a revolution in econometric methods for macroeconomics. It provides a guide for the selection of appropriate inference methods to study macroeconomic relations.
The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such …
"This book gives the reader the basic knowledge of the theory of random processes necessary for applying to study climatic time series. It contains many examples in different areas of time series analysis such as autoregressive modelling and spectral analysis, linear extrapolati…
"In this introductory chapter, we briefly go over the definitions of terms and tools we need for data analysis. Among the tools, MATLAB is the software package to use. The other tools are mathematics. Although many of the mathematics are not absolutely required before using the …
