Non-stationary time series analysis and cointegration
Éditeur :
Oxford University Press
ISBN :
9780198773924
Date de publication :
13 oct. 1994
Dimensions :
23,4 x 15,6 x 2,0 cm
Poids :
536 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The econometric analysis of the long run has developed dramatically over the last 12 years. This volume describes and evaluates new methods, provides useful overviews, and shows detailed implementations helpful to practitioners.