Using Cointegration Analysis in Econometric Modelling

Richard I. D. Harris

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3h 12m

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Using Cointegration Analysis in Econometric Modelling

by Richard I. D. Harris

May 17, 1995

Prentice Hall

192

9780133558920

0133558924

Description

"Cointegration has become an essential tool for applied economists wanting to estimate time series models. Without some form of testing for cointegration, non-stationary variables can lead to spurious regressions; this book introduces the student and practitioner to (co)integration testing and techniques at a very moderate technical level." "The book's aim is a practical one: testing for (co)integration is explained thoroughly and with plenty of examples and there is an emphasis throughout on explaining how these tests are actually performed." "Key Features: 'toolkit' approach with an emphasis on practice and the actual tests used, covers the Engle-Granger procedure, covers the Johansen technique, overview of structural VAR modelling, advanced and difficult concepts presented in technical boxes, thus preserving the flow of exposition, and boxed examples throughout." "Though the material is presented non-technically, the reader will find that the book covers in detail those techniques that are now becoming standard in the literature. Readers are also taken through examples using relevant software such as PcFiml and Cats (in Rats)."--BOOK JACKET.

Frequently Asked Questions

How many pages are in Using Cointegration Analysis in Econometric Modelling?

This edition of Using Cointegration Analysis in Econometric Modelling has approximately 192 pages. Please note, this is an estimate and the exact page count can vary between hardcover, paperback, and e-book versions.

How long does it take to read Using Cointegration Analysis in Econometric Modelling?

For most readers, Using Cointegration Analysis in Econometric Modelling typically takes between 4h 0m and 2h 40m to complete. This is based on the book's length of approximately 48,000 words and common reading speeds.

Here's a detailed breakdown: • Continuous reading at 250 WPM: approximately 3h 12m of focused reading • Casual reading (30 minutes/day): you could finish in roughly 7 days • Estimated word count: 48,000 words

Your individual reading time will vary based on your personal reading pace, the amount of daily reading time, and your familiarity with the subject matter.

What is the word count of Using Cointegration Analysis in Econometric Modelling?

The estimated word count for Using Cointegration Analysis in Econometric Modelling is approximately 48,000 words. This figure is calculated using industry-standard methods that consider genre-specific word density patterns, typical formatting and layout characteristics, and standard words-per-page ratios for published books.

This is an approximation — actual word count may vary based on font size, formatting, edition, and the presence of illustrations or charts.

Who is the author of Using Cointegration Analysis in Econometric Modelling?

Using Cointegration Analysis in Econometric Modelling was written by Richard I. D. Harris.

When was Using Cointegration Analysis in Econometric Modelling published?

The publication date for this specific edition is May 17, 1995. The original work may have been published on a different date.