Cointegration - an introduction 

This video explains what is meant by the concept of 'cointegration', and how it allows meaningful relationships between two or more non-stationary variables. Check out ben-lambert.co... for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: ben-lambert.co... Accompanying this series, there will be a book: www.amazon.co....