Long-run economic relationships: readings in cointegration
Éditeur :
Oxford University Press
ISBN :
9780198283393
Date de publication :
31 oct. 1991
Dimensions :
23,4 x 15,6 x 1,7 cm
Poids :
468 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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. The authors present ideas in a non-technical way which will enable economists with training in econometrics to understand and appreciate current research.