£59.96

This is the most expensive it has ever been. Walk away.

£60 today · previous high £60 · all-time low £60

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

Amazon

Price History & Forecast

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

Last 27 days · 27 data points (no recent data)

Historical
Generating forecast…
£59.96 £56.96 £58.16 £59.36 £60.55 £61.75 £62.95 26 July 2026 01 August 2026 08 August 2026 14 August 2026 21 August 2026
View at Amazon ↗

Price data last checked 64 day(s) ago - refreshing...

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 Distribution

Price distribution over 27 days • 1 price levels

Days at Price
27 days 0 7 14 20 27 £60 Days at Price

Price Analysis

Most common price: £60 (27 days, 100.0%)

Price range: £60 - £60

Price levels: 1 different prices over 27 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

£49.99 02 Oct 2026
Applied Time Series Econometrics (Themes in Modern Econometrics)
97% match

Applied Time Series Econometrics (Themes in Modern Econometrics)

Cambridge University Press

£93.04 08 Oct 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

£64.99 22 Aug 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

£72.00 26 Sep 2026
Oxford University Press - Time-Series-Based Econometrics Book
97% match

Oxford University Press - Time-Series-Based Econometrics Book

Oxford University Press

£96.62 21 Aug 2026
Time Series and Dynamic Models - Econometrics Reference
97% match

Time Series and Dynamic Models - Econometrics Reference

Cambridge University Press

£116.94 20 Oct 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 19 Aug 2026
An Introduction to Applied Econometrics: A Time Series Approach
97% match

An Introduction to Applied Econometrics: A Time Series Approach

Bloomsbury

£77.50 22 Aug 2026
Oxford University Press - Time Series and Panel Data Econometrics
97% match

Oxford University Press - Time Series and Panel Data Econometrics

Oxford University Press

£100.00 19 Aug 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

£77.05 24 Sep 2026
Periodic Time Series Models (Advanced Texts in Econometrics)
97% match

Periodic Time Series Models (Advanced Texts in Econometrics)

Oxford University Press

£63.00 05 Oct 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

£64.00 18 Sep 2026
Time Series, Unit Roots, and Cointegration
97% match

Time Series, Unit Roots, and Cointegration

Academic Press

£65.52 25 Sep 2026
Time Series and Dynamic Models (Themes in Modern Econometrics)
97% match

Time Series and Dynamic Models (Themes in Modern Econometrics)

Cambridge University Press

£45.60 02 Oct 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

£325.34 19 Aug 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

£73.00 26 Sep 2026
Applied Economic Forecasting using Time Series Methods
96% match

Applied Economic Forecasting using Time Series Methods

Oxford University Press

£111.16 11 Aug 2026
New Developments in Time Series Econometrics (Studies in Empirical Economics)
96% match

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

Physica

£76.42 24 Sep 2026
Cointegration for the Applied Economist
96% match

Cointegration for the Applied Economist

MACMILLAN

£84.99 23 Sep 2026
Time Series Econometrics (In 2 Volumes)
96% match

Time Series Econometrics (In 2 Volumes)

Scientific Publishing

£315.00 21 Aug 2026
Dynamic Econometrics: Models and Applications
96% match

Dynamic Econometrics: Models and Applications

MACMILLAN

£52.50 19 Aug 2026
New Introduction to Multiple Time Series Analysis - Springer
96% match

New Introduction to Multiple Time Series Analysis - Springer

Springer

£174.10 06 Oct 2026
A Macroeconometric Model for Fiji
96% match

A Macroeconometric Model for Fiji

£16.85 07 Oct 2026
Springer New Introduction to Multiple Time Series Analysis
96% match

Springer New Introduction to Multiple Time Series Analysis

Springer

£99.10 30 Aug 2026