Long-Run Economic Relationships : Readings in Cointegration Paperback / softback
Edited by R. F. Engle, C. W. J. (both Professors of Economics, both Professors of Economics, University of Califor Granger
Part of the Advanced Texts in Econometrics series
Paperback / softback
Description
This is a survey of recent developments in the field of cointegration, which links long run components of a pair or of a group of series.
It can then be used to discuss some types of equilibrium and to introduce them into time-series models in a fairly uncontroversial way.
The idea was introduced in the early 1980s and has generated much interest since then amongst econometricians and macroeconomists. The authors discuss the basic ideas in their introduction, and the final chapters review the most recent developments in the field in a non-technical way that will enable economists with some training in modern econometrics to understand and appreciate these developments.
Information
-
Out of stock
- Format:Paperback / softback
- Pages:308 pages, 11 line drawings, 27 tables
- Publisher:Oxford University Press
- Publication Date:31/10/1991
- Category:
- ISBN:9780198283393
Information
-
Out of stock
- Format:Paperback / softback
- Pages:308 pages, 11 line drawings, 27 tables
- Publisher:Oxford University Press
- Publication Date:31/10/1991
- Category:
- ISBN:9780198283393
