Long-Run Economic Relationships: Readings in Cointegration - Advanced Texts in Econometrics - Engle - Books - Oxford University Press - 9780198283393 - October 31, 1991
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Long-Run Economic Relationships: Readings in Cointegration - Advanced Texts in Econometrics

Engle

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

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. The authors present ideas in a non-technical way which will enable economists with training in econometrics to understand and appreciate current research.

308 pages, 11 line drawings, 27 tables

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 31, 1991
ISBN13 9780198283393
Publishers Oxford University Press
Pages 308
Dimensions 154 × 228 × 21 mm   ·   480 g
Language English  
Editor Engle, R. F.
Editor Granger, C. W. J. (both Professors of Economics, both Professors of Economics, University of California, San Diego)
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