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Long Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics) - Hardcover
Inhaltsangabe
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.
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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.
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Long-Run Economic Relationsships Readings in Cointegration
Verlag:
Oxford University Press, USA, 1992
ISBN 10: 0198283385
ISBN 13: 9780198283386
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Hardcover
Anbieter: Rain Dog Books, Bloomington, IL, USA
Verkäuferbewertung 4 von 5 Sternen
Hardcover. Zustand: Fine. Zustand des Schutzumschlags: Fine Dust Jacket. 8vo. 312 pp. Advanced Texts in Econometrics. We specialize in fine books in collectible condition. Orders are professionally packaged and shipped promptly. W10. Bestandsnummer des Verkäufers 66934
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