Cointegration econometric analysis
Auteur :
Harris
Éditeur :
Harris
ISBN :
9780133558920
Date de publication :
27 avr. 1995
Dimensions :
23,3 x 17,4 x 0,9 cm
Poids :
294 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
USA
The book introduces co-integration techniques at a very moderate technical level; testing for (co-) integration is explained thoroughly with plenty of examples which emphasise how the tests are actually performed