Time Series Models, Unit Roots, and Cointegration: An Introduction
Lonnie K. Stevans
Hofstra University - Frank G. Zarb School of Business
November 15, 2012
This is a concise review of time series including unit roots and cointegration analysis.
Number of Pages in PDF File: 44
Keywords: Unit Root, Cointegration, Nonstationarity, Autocorrelation, ARIMA Models
JEL Classification: A10, A23working papers series
Date posted: February 24, 2011 ; Last revised: November 15, 2012
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