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A Course in Time Series Analysis,: Daniel Pena, George C. Tiao and Ruey S. Tsay (Eds.), John Wiley, New York, 2001. ISBN:0-471-36164-X, pp. 460, $75.00

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  • Garcia-Ferrer, Antonio

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  • Garcia-Ferrer, Antonio, 2003. "A Course in Time Series Analysis,: Daniel Pena, George C. Tiao and Ruey S. Tsay (Eds.), John Wiley, New York, 2001. ISBN:0-471-36164-X, pp. 460, $75.00," International Journal of Forecasting, Elsevier, vol. 19(3), pages 527-530.
    • Handle: RePEc:eee:intfor:v:19:y:2003:i:3:p:527-530
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    References listed on IDEAS

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    1. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    2. Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
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