Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (Advanced Texts in Econometrics)
Language: English
Published by Oxford University Press, USA, 1993
- Softcover
- New
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Add to basketItem description from seller
An integrated guide and reference book to the methods used in examining long-run relationships in econometrics. This rapidly growing field in econometrics focuses on the way in which a change in one variable under analysis alters to another variable over a period of time. Series: Advanced Texts in Econometrics. Num Pages: 342 pages, line figures, tables. BIC Classification: KCA; KCH. Category: (P) Professional & Vocational. Dimension: 235 x 156 x 21. Weight in Grams: 548. . 1993. Illustrated. paperback. . . . . Books ship from the US and Ireland.
Seller Inventory # V9780198288107
- Title
- Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (Advanced Texts in Econometrics)
- Author
- Banerjee, Anindya
- Publisher
- Oxford University Press, USA
- Publication year
- 1993
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0198288107
- ISBN 13
- 9780198288107
- Series
- Book 4 of 26: Advanced Texts in Econometrics
"Synopsis" may belong to another edition of this title.
About the Author
Juan Dolado was Lecturer in Economics in the University of Oxford from 1986-7 and gained his doctorate at Nuffield College. He has held a number of posts at the Bank of Spain, including Senior Economist and Lecturer in Economics at the Bank's Centre for Graduate Studies.
John W. Galbraith taught PPE and econometrics at the University of Oxford from 1984-5 and was a Research Fellow at Nuffield College and a Lecturer at Wadham College from 1986-7. He has also worked as an Economist at the Bank of Canada.
David Hendry is a Fellow of the Econometric Society and of the British Academy. He is Visiting Research Professor in Economics at Duke University and holds Special Lectureships at the University of Iowa, McMaster University, and Queen's University, Ontario. He is Governor of the National Institute for Economic and Social Research and a Consultant to National Economic Research Associates. He is joint editor of the Oxford Bulletin of Economics and Statistics and on the editorial panel of the OUP journal, Oxford Review of Economic Policy. He was formerly a Lecturer and then a Professor at the London School of Economics and held editorial posts on the Economic Journal and Econometrica.
"About the title" may belong to another edition of this title.
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