Document Type
Discussion Paper
Publication Date
9-1-1994
CFDP Number
1081
CFDP Pages
15
Abstract
Recent developments in nonstationary time series and cointegration are discussed and three new books in the area are reviewed. Some perspectives concerning the scope of current interest in the field are provided, and some novel themes for future research are outlined.
Recommended Citation
Phillips, Peter C.B., "Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future" (1994). Cowles Foundation Discussion Papers. 1324.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/1324