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Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics) - Softcover
Synopsis
In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run components of a pair or of a group or series), can be used to discuss some types of equilibrium and to introduce those equilibria into time-series models in a fairly uncontroversial way. 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 manner.
About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
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About the Author
C. W. J. Granger is at University of California, San Diego.
Review
"Together these papers should serve to bring the reader up to speed on the conceptual approaches to cointegration, provide a nice foundation for those who'll dig deeper into the theoretical structure, and give the applied reader at least a few examples of well-executed applications. This book could serve equally well as an introduction to cointegration for graduate students and for econometric practitioners and other professional economists interested in keeping up with developments in this exciting area."--The Southern Economic Journal
"A most delightful book. Most topics of current interest related to cointegration are discussed in this book."--Sunil Sapra, California State University
"This is an awaited collection for both graduate students and researchers who are interested in civilization."--Yin-Wong Cheung, University of California, Santa Cruz
"About this title" may belong to another edition of this title.
- PublisherOxford University Press
- Publication date1992
- ISBN 10 0198283393
- ISBN 13 9780198283393
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages308
- EditorEngle R. F.
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Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)
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Oxford University Press (edition 1), 1992
ISBN 10: 0198283393
ISBN 13: 9780198283393
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Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)
Published by
Oxford University Press, 1992
ISBN 10: 0198283393
ISBN 13: 9780198283393
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Long-Run Economic Relations: Readings in Cointegration
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ISBN 10: 0198283393
ISBN 13: 9780198283393
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Long-Run Economic Relations: Readings in Cointegration
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ISBN 10: 0198283393
ISBN 13: 9780198283393
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Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)
Published by
Oxford University Press, 1992
ISBN 10: 0198283393
ISBN 13: 9780198283393
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Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)
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Oxford University Press, 1992
ISBN 10: 0198283393
ISBN 13: 9780198283393
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Long-Run Economic Relationships: Readings in Cointegration
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Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)
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Long-run economic relationships. Readings in cointegration.
Published by
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ISBN 10: 0198283393
ISBN 13: 9780198283393
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