Time Series Models, Unit Roots, and Cointegration: An Introduction
44 Pages Posted: 24 Feb 2011 Last revised: 15 Nov 2012
Date Written: November 15, 2012
This is a concise review of time series including unit roots and cointegration analysis.
Keywords: Unit Root, Cointegration, Nonstationarity, Autocorrelation, ARIMA Models
JEL Classification: A10, A23
Suggested Citation: Suggested Citation