Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics) - Softcover
Book 3 of 26: Advanced Texts in Econometrics
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.
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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 Relationships: 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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ISBN 10: 0198283393
ISBN 13: 9780198283393
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