Review of ‘Analysis of Integrated and Cointegrated Time Series with R (2nd ed)’ in JSS

April 27, 2009
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(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers)

A few weeks ago I wrote up a short review of Bernhard Pfaff's nice (but somewhat dry) Analysis of Integrated and Cointegrated Time Series with R (2nd ed) on unit root and cointegration modeling with R. This is now online at the Journal of Statistical Software.

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