Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future

Peter Phillips

No 1081, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: Recent developments in nonstationary time series and cointegration are discussed and three new books in the area are reviewed. Some perspectives concerning the scope of current interest in the field are provided, and some novel themes for future research are outlined.

Pages: 15 pages
Date: 1994-09
Note: CFP 893.
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Citations: View citations in EconPapers (4)

Published in Journal of Applied Econometrics (1995), 10: 87-94

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