Practical Issues in Cointegration Analysis (Journal of Economic Surveys)
Les Oxley, Michael McAleerISBN: 0631211985; 9780631211983;
Comprising of seven up-to-date comprehensive surveys from leading scholars in Econometrics, this book follows the format of the highly successful book, Surveys in Econometrics, edited by Oxley, et al. (Blackwell Publishers 1995). This collection is a unique resource for advanced undergraduate and postgraduate students on quantitative/econometrics courses, as well as a wider range of academics and professional economists. The contributions consider a range of contemporary topics from the area of cointegration and unit root testing where empirical examples are used wherever possible to illustrate the issue at hand. The topics range from issues associated with seasonality and cointegration, to panel unit root tests and the econometrics of I(2) processes.