Long-run Economic Relationships: Readings in Cointegration - Couverture rigide

Engle, R. F.; Granger, C. W. J.

Couverture rigide

ISBN 10 : 0198283385 ISBN 13 : 9780198283386

Editeur : Oxford University Press, 1991

Synopsis

This is a survey of recent developments in the field of cointegration, which links long run components of a pair or of a group of series. It can then be used to discuss some types of equilibrium and to introduce them into time-series models in a fairly uncontroversial way. The idea was introduced in the early 1980s and has generated much interest since then amongst econometricians and macroeconomists. 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 way that will enable economists with some training in modern econometrics to understand and appreciate these developments.

Détails de l'édition

• Éditeur: Oxford University Press
• Date d'édition: 1991
• Langue: anglais
• ISBN 10: 0198283385
• ISBN 13: 9780198283386
• Reliure: Relié
• Nombre de pages: 308
• Coordonnées du fabricant: non disponible
• Personne responsable: Messaggerie Libri; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; Italie