Faithin Omaha eBook Collection

Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Soren Johansen's remarkable contribution to the theory of

A comprehensive review of unit roots, cointegration and structural change from a best-selling author.

A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or st

This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the

`This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegrati