£54.17

Oxford University Press Non-Stationary Time Series Analysis and Cointegration (Advanced Texts in Econometrics)

Price data last checked 139 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

This is the usual price. Wait for it to drop, or tell us your number.

£54 today · usual range £0–£0 · best ever £50

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 592 days • 592 data points (No recent data available)

Historical
Generating forecast...
£60.00 £48.71 £51.18 £53.64 £56.10 £58.56 £61.03 10 June 2024 04 November 2024 01 April 2025 27 August 2025 22 January 2026

Price Distribution

Price distribution over 592 days • 4 price levels

Days at Price
Current Price
35 days 125 days 7 days · current 425 days 0 106 213 319 425 £50 £53 £54 £60 Days at Price

Price Analysis

Most common price: £60 (425 days, 71.8%)

Price range: £50 - £60

Price levels: 4 different prices over 592 days

Description

Major developments in the analysis of non-stationary time series and co-integration are shown in this book. Papers include David Hendry's work on forecasting, Peter Phillip's work on Bayesian models, Svend Hylleberg's work on seasonality, and Adrian Pagan's work on real business cycle models. Other topics covered include an overview of the different estimators of cointegrating relationships, and a new test of cointegration. Applications are shown finding roots in macroeconomic series, testing the Fisher Hypothesis, testing money demand functions, and testing for inflation bubbles. The book provides good coverage of the depth of this literature showing the importance of an understanding of non-stationarity and co-integration. The other contributors are: F. Canova, Mike P. Clements, Francis X. Diebold, Steven N. Durlauf, Neil R. Ericsson, M. Finn, Colin Hargreaves, David Harris, Mark A. Hooker, Brett Inder, Joon-Haeng Lee, Hong-Anh Tran, Gretchen C. Weinbach

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
13 October 1994
Listed Since
06 February 2007

Barcode

No barcode data available

Similar Products You Might Like

Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics)
97% match

Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics)

MACMILLAN

£54.99 18 Apr 2026
Analysis of Integrated and Cointegrated Time Series with R (Use R!)
97% match

Analysis of Integrated and Cointegrated Time Series with R (Use R!)

Springer

£59.52 24 Jan 2026
COINTEGRATED VAR MODEL:METHODOL APPLICAT ATE:P PAPER: Methodology and Applications (Advanced Texts in Econometrics)
97% match

COINTEGRATED VAR MODEL:METHODOL APPLICAT ATE:P PAPER: Methodology and Applications (Advanced Texts in Econometrics)

Oxford University Press

£54.99 17 Mar 2026
Time-Series-Based Econometrics : Unit Roots and Co-integrations: Unit Roots and Co-integrations (Advanced Texts in Econometrics)
97% match

Time-Series-Based Econometrics : Unit Roots and Co-integrations: Unit Roots and Co-integrations (Advanced Texts in Econometrics)

Oxford University Press

£93.78 23 Jan 2026
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (Advanced Texts in Econometrics)
97% match

Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (Advanced Texts in Econometrics)

Oxford University Press

£53.00 12 Jan 2026
An Introduction to Applied Econometrics: A Time Series Approach
97% match

An Introduction to Applied Econometrics: A Time Series Approach

Red Globe Press

£69.14 24 Jan 2026
Time Series and Panel Data Econometrics
97% match

Time Series and Panel Data Econometrics

Oxford University Press

£94.02 13 Jan 2026
Modelling Non-Stationary Economic Time Series: A Multivariate Approach (Palgrave Texts in Econometrics)
97% match

Modelling Non-Stationary Economic Time Series: A Multivariate Approach (Palgrave Texts in Econometrics)

MACMILLAN

£80.14 10 Mar 2026
Structural Changes in Nonstationary Time Series Econometrics: Time Varying Cointegration and Modeling Catastrophic Events
97% match

Structural Changes in Nonstationary Time Series Econometrics: Time Varying Cointegration and Modeling Catastrophic Events

VDM Verlag

£60.57 01 Mar 2026
Time Series, Unit Roots, and Cointegration
97% match

Time Series, Unit Roots, and Cointegration

Academic Press

£72.13 10 Mar 2026
Time Series and Dynamic Models (Themes in Modern Econometrics)
97% match

Time Series and Dynamic Models (Themes in Modern Econometrics)

Cambridge University Press

£43.00 17 Apr 2026
Recent Developments in Time Series (The International Library of Critical Writings in Econometrics series)
97% match

Recent Developments in Time Series (The International Library of Critical Writings in Econometrics series)

Edward Elgar Publishing

£303.93 12 Jan 2026
Likelihood-Based Inference In Cointegrated Vector Autoregressive Models (Advanced Texts In Econometrics)
96% match

Likelihood-Based Inference In Cointegrated Vector Autoregressive Models (Advanced Texts In Econometrics)

Oxford University Press

£63.07 17 Mar 2026
Applied Economic Forecasting using Time Series Methods
96% match

Applied Economic Forecasting using Time Series Methods

Oxford University Press

£101.20 13 Dec 2025
New Developments in Time Series Econometrics (Studies in Empirical Economics)
96% match

New Developments in Time Series Econometrics (Studies in Empirical Economics)

Physica

£76.29 09 Mar 2026
Cointegration for the Applied Economist
96% match

Cointegration for the Applied Economist

MACMILLAN

£84.99 08 Mar 2026
Time Series Econometrics (In 2 Volumes)
96% match

Time Series Econometrics (In 2 Volumes)

Scientific Publishing

£303.60 23 Jan 2026
Dynamic Econometrics: Models and Applications
96% match

Dynamic Econometrics: Models and Applications

£55.86 13 Jan 2026
New Introduction to Multiple Time Series Analysis
96% match

New Introduction to Multiple Time Series Analysis

Springer

£83.98 17 Mar 2026
TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING: The Collected Papers of Kenneth F. Wallis (Economists of the Twentieth Century series)
96% match

TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING: The Collected Papers of Kenneth F. Wallis (Economists of the Twentieth Century series)

Edward Elgar Publishing

£148.99 19 Apr 2026
Testing Exogeneity (Advanced Texts in Econometrics)
96% match

Testing Exogeneity (Advanced Texts in Econometrics)

Oxford University Press

£50.15 06 Mar 2026
Financial Econometrics (Routledge Advanced Texts in Economics and Finance)
96% match

Financial Econometrics (Routledge Advanced Texts in Economics and Finance)

Routledge

£62.48 14 Jan 2026
Essentials of Time Series for Financial Applications
96% match

Essentials of Time Series for Financial Applications

Academic Press

£70.19 26 Jan 2026
Essays on Panel Cointegration
96% match

Essays on Panel Cointegration

VDM Verlag

£65.57 28 Feb 2026