Cointegration Econometric Analysis

The book introduces co-integration techniques at a very moderate technical level; testing for (co-) integration is explained thoroughly with plenty of examples which emphasise how the tests are actually performed
  • Limba : Engleza
  • Cuprins :

    1. Introduction and Overview
    2. Short - and Long-Run Models
    3. Testing for Unit Roots
    4. Cointegration in Single Equations
    5. Cointegration in Multivariate Systems
    6. Modelling the Short-Run and Other Extensions
    Appendix
    References
    Index

  • Data Publicarii : 1995
  • Editie : 1
  • Format : Paperback
  • Numar pagini : 192
  • ISBN : 9780133558920
Rating:
343.99 Lei
Disponibilitate : 3-5 saptamani

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