Chapter 2 Chapter 12 Nonstationary Time Series Data and Cointegration Prepared by Vera Tabakova, East Carolina University Chapter 12: Nonstationary Time Series Data and Cointegration…
Chapter 2 Chapter 12 Nonstationary Time Series Data and Cointegration ECON 6002 Econometrics Memorial University of Newfoundland Adapted from Vera Tabakova’s notes Chapter…