Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Soren Johansen's remarkable contribution to the theory of

This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegrat

In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with example

Taking a modern approach to the subject, this text provides students with a solid grounding in econometrics, using non-technical language wherever possible.