- Title Pages
- Notational Conventions, Symbols, and Abbreviations
- 1 Introduction and Overview
- 2 Linear Transformations, Error Correction, and the Long Run in Dynamic Regression
- 3 Properties of Integrated Processes
- 4 Testing for a Unit Root
- 5 Co‐Integration
- 6 Regression With Integrated Variables
- 7 Co‐Integration in Individual Equations
- 8 Co‐Integration in Systems of Equations
- 9 Conclusion
- Acknowledgements for Quoted Extracts
- Author Index
- Subject Index
- Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
- Oxford University Press
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