Innbundet • 1993

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

Name: Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
SKU: 9780198288107
Availability: OutOfStock
ISBN: 9780198288107

Av David Abulafia

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Om boken

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...Vis mer

Om boken

ISBN

9780198288107

Publiseringsår

1993

Språk

Originaltittel

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

Format

Innbundet

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