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Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direct

This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The a

Statistics in Volcanology is a comprehensive guide to modern statistical methods applied in volcanology written by today's leading authorities. The volume aims

This text on economic forecasting asks why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventiona

Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic