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Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics) - Softcover
Synopsis
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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Product 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.
Review
`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
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Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)
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Oxford University Press (edition 1), 1992
ISBN 10: 0198283393
ISBN 13: 9780198283393
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Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)
Published by
Oxford University Press, 1992
ISBN 10: 0198283393
ISBN 13: 9780198283393
Used
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Long-Run Economic Relationships: Readings in Cointegration
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Oxford University Press, 1991
ISBN 10: 0198283393
ISBN 13: 9780198283393
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Long-Run Economic Relations: Readings in Cointegration (Advanced Texts in Econometrics)
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Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)
Published by
Oxford University Press, 1992
ISBN 10: 0198283393
ISBN 13: 9780198283393
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Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)
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Oxford University Press, USA 12.11.1992., 1992
ISBN 10: 0198283393
ISBN 13: 9780198283393
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Softcover
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Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)
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Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)
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