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© 2026 Bookis AS

English

Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

Hardcover • 1993

Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

By David Abulafia

0 Ratings • 0.0 of 5

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About the book

This book provides a wide-ranging account of the literature on co-integration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behaviour are common in economics, although techniques appropriate to analysing such data are of recent origin and there are few existing expositions of the literature. This book focuses on the exploration of relationships among integrated data series and theexploitation of these relatio...Show more

Book details

ISBN

9780198288107

Published year

1993

Language

Original title

Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

Format

Hardcover

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