Unit Roots and Cointegration : An Introduction

Perman, Roger and Holden, Darryl; Rao, B. Bhaskara, ed. (1994) Unit Roots and Cointegration : An Introduction. In: Cointegration for the Applied Economist. Macmillan, London, pp. 47-112. ISBN 9780312158095

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This chapter provides an introduction to unit roots and cointegration


Perman, Roger ORCID logoORCID: https://orcid.org/0000-0002-6862-7462 and Holden, Darryl ORCID logoORCID: https://orcid.org/0000-0002-4333-6116; Rao, B. Bhaskara