This book provides a wide-ranging account of the literature on co-integration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behaviour are common in economics, although techniques appropriate to analysing such data are of recent origin and there are few existing expositions of the literature. This book focuses on the exploration of relationships among integrated data series and the exploitation of 'This is an excellent collection of critical essays on Michael Walzer's Spheres of Justice ... David Miller provides a comprehensive and lucid introduction to Walzer's views on justice, and Walzer offers a brief- perhaps too brief- response to his critics.' James W Nickel, The Philosophical Review, Vol 106, No 1 Jan 1997 |d 08/11/1999This is the first-ever book on Michael Walzer's ground-breaking and widely studied book Spheres of Justice. It contains contributions from many of the world's leading political philosophers.STAR |D 2020 09 23 |T 13:50:27RAINCOASTPolitical Science/CivicsDEGAYJ |D 1994 09 19 |T 12:49:44SAP |D 2021 02 08POL40MD69.95DNU019827937X |i 9780198279372|h 216 |w 138 |d 20.00OX |t OUP Oxford|h 216 |w 138 |d 20.0066.00SSPD3POL010000 |a POLITICAL SCIENCE |b History and Theory8.425.380.78IN0SAP |D 2014 11 149780198280088.tif |d 2009010820060516C0HSS16/05/20060YES9780198280088.jpgBANCBC3219780198280088978-0-19-828008-8445.000subst most of the book. Other mathematical tools are described as they occur.

Anindya Banerjee's profile page

Juan J. Dolado's profile page

John W. Galbraith's profile page

David Hendry's profile page

Anindya Banerjee was gained his doctorate at Nuffield College, Oxford and then became Junior Research Fellow at Jesus College.

Juan Dolado was Lecturer in Economics in the University of Oxford from 1986-7 and gained his doctorate at Nuffield College. He has held a number of posts at the Bank of Spain, including Senior Economist and Lecturer in Economics at the Bank's Centre for Graduate Studies.

John W. Galbraith taught PPE and econometrics at the University of Oxford from 1984-5 and was a Research Fellow at Nuffield College and a Lecturer at Wadham College from 1986-7. He has also worked as an Economist at the Bank of Canada. David Hendry is a Fellow of the Econometric Society and of the British Academy. He is Visiting Research Professor in Economics at Duke University and holds Special Lectureships at the University of Iowa, McMaster University, and Queen's University, Ontario. He is Governor of the National Institute for Economic and Social Research and a Consultant to National Economic Research Associates. He is joint editor of the Oxford Bulletin of Economics and Statistics and on the editorial panel of the OUP journal, Oxford Review of Economic Policy. He was formerly a Lecturer and then a Professor at the London School of Economics and held editorial posts on the Economic Journal and Econometrica.

'This landmark in the history of econometrics is recommended to those who are more than superficially interested in the subject, including all those teaching the subject ... there is no competitor for this book.' De Economist

'A very readable survey of many of the important contributions to this theoretical literature ... it is clear that unit roots, cointegration, and Wiener process theory are going to play an important role in the continuing debate. This book provides a valuable resource for all researchers interested in these topics.' Economic Journal

'Fills a gap in the market - a readable text which provides a comprehensive coverage of recent research in this very important area.' Dr C.O. Alexander, University of Sussex

'Very complete and exhaustive ... up-to-date presentation and theories ... clear examples and useful statistical tables.' Mr Tavera, Faculte de Sciences Economiques