New Directions in Econometric Practice: General to Specific Modelling, Cointegration, and Vector Autoregression

Rating:
Summary: One of the best book about cointegration test
Review: The book of Wojciech W. Charemza and D. F. Deadman is one of the best book about Contegration test, it's very easy. This book: "New Directions in Econometric Practice : General to Specific Modelling, Cointegration, and Vector autoregression" is meant to be used as a text, not read as a reference.