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Oxford University Press Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)

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Description

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.

Product Specifications

Colour
Other
Format
paperback
Domain
Amazon UK
Release Date
12 November 1992
Listed Since
06 February 2007

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