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

Softcover

ISBN 10: 0198283393 ISBN 13: 9780198283393

Verlag: Oxford University Press, 1992

Inhaltsangabe

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.

Über diesen Titel

Críticas

`An excellent and accessible introduction to the subject of cointegration.' Simon Price, Essex University

'Together these papers should serve to bring the reader up to speed on the conceptual approaches to cointegration, provide a nice foundation for those who'll dig deeper into the theoretical structure, and give the applied reader at least a few examples of well-executed applications. This book could serve equally well as an introduction to cointegration for graduate students and for econometric practitioners and other professional economists interested in keeping up with developments in this exciting area.'Dennis W. Jansen, Texas A&M University, The Southern Economic Journal, Jan. 1993

Reseña del editor

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.

Details zur Ausgabe

• Verlag: Oxford University Press
• Erscheinungsdatum: 1992
• Sprache: Englisch
• ISBN 10: 0198283393
• ISBN 13: 9780198283393
• Einband: Tapa blanda
• Anzahl der Seiten: 312
• Herausgeber: Engle R. F.
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Ufficio Anagrafiche Messaggerie; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; 20090; Italien