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

ISBN 10: 0198283393 / ISBN 13: 9780198283393

Editore: Oxford University Press, 1992

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Riassunto:

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.

Recensione: `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

Dati bibliografici

Titolo: Long-Run Economic Relationships: Readings in...
Casa editrice: Oxford University Press
Data di pubblicazione: 1992
Legatura: paperback
Condizione: Good