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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Long-Run Economic Relations: Readings in Cointegration

Long-Run Economic Relations: Readings in Cointegration

Paperback

Series: Advanced Texts in Econometrics

Economics

ISBN10: 0198283393
ISBN13: 9780198283393
Publisher: Oxford University Press
Published: Nov 12 1992
Pages: 308
Weight: 0.98
Height: 0.89 Width: 6.05 Depth: 9.06
Language: English
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.

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Economics