Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future
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.
Phillips, Peter C.B., "Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future" (1994). Cowles Foundation Discussion Papers. 1324.