Co-integration, error correction, and the econometric analysis of non-stationary data
Auteur :
Banerjee, Anindya / Dolado, Juan J. / Galbraith, John W. / Hendry, David
Éditeur :
Oxford University Press
ISBN :
9780198288107
Date de publication :
27 mai 1993
Dimensions :
23,4 x 15,5 x 1,9 cm
Poids :
486 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
An integrated guide and reference book to the methods used in examining long-run relationships in econometrics. This rapidly growing field in econometrics focuses on the way in which a change in one variable under analysis alters to another variable over a period of time.