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

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

(editor), (editor)
£59.00
Paperback 308 Pages / Published: 31/10/1991
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket
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.

Publisher: Oxford University Press
ISBN: 9780198283393
Number of pages: 308
Weight: 468 g
Dimensions: 234 x 156 x 17 mm


MEDIA REVIEWS
`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

You may also be interested in...

Naked Statistics
Added to basket
£12.99
Paperback
Using Statistics in Economics
Added to basket
Mostly Harmless Econometrics
Added to basket
Essentials of Econometrics (Int'l Ed)
Added to basket
Introductory Econometrics
Added to basket
Econometrics For Dummies
Added to basket
Time Series Analysis
Added to basket
Poor Numbers
Added to basket
£17.99
Paperback
Mastering 'Metrics
Added to basket
Introductory Econometrics for Finance
Added to basket
Econometrics
Added to basket
£38.00
Hardback

Reviews

Please sign in to write a review

Your review has been submitted successfully.