Long-Run Economic Relationsships Readings in Cointegration

Engle, R. F.

ISBN 10: 0198283385 / ISBN 13: 9780198283386

Published by Oxford University Press, USA, 1992

About this Item

8vo. 312 pp. Advanced Texts in Econometrics. We specialize in fine books in collectible condition. Orders are professionally packaged and shipped promptly. W10.

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Bibliographic Details

• Title: Long-Run Economic Relationsships Readings in Cointegration
• Publisher: Oxford University Press, USA
• Publication Date: 1992
• Language: English
• ISBN 10: 0198283385
• ISBN 13: 9780198283386
• Binding: Hardcover
• Condition: Fine
• Dust Jacket Condition: Fine Dust Jacket

About this title

Synopsis

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.