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

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

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Book 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.

Long-Run Economic Relationships : Readings in Cointegration (Advanced Texts in Econometrics),R. F. Engle,C. W. J. Granger,Oxford University Press, USA,0198283393,Business / Economics / Finance,Business/Economics,Cointegration,Econometric models,Econometrics,Economics - General,Ethics & Moral Philosophy,Philosophy,Time-series analysis,Business & Economics / Econometrics,Economics | Econometrics

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