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 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 monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegrat

New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univa

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