Co-integration, error correction, and the econometric analysis of non-stationary data
Considering the econometric analysis of both stationary and non-stationary processes, which may be linked by equilibrium relationships, this text provides a wide-ranging account of the main tools, techniques, models, concepts, and distributions involved in the modelling of integrated processes
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
New York
Oxford University Press
1993, 1993
|
| Series: | Advanced texts in econometrics / Advanced texts in econometrics
|
| Subjects: | |
| Online Access: | |
| Collection: | Oxford University Press - Collection details see MPG.ReNa |
| Summary: | Considering the econometric analysis of both stationary and non-stationary processes, which may be linked by equilibrium relationships, this text provides a wide-ranging account of the main tools, techniques, models, concepts, and distributions involved in the modelling of integrated processes |
|---|---|
| Physical Description: | xiii, 329 p. ill |
| ISBN: | 9780191595899 |