Co-integration, error correction, and the econometric analysis of non-stationary data:
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Bibliographic Details
Main Author: Banerjee, Anindya 1961- (Author)
Format: Electronic eBook
Language:English
Published: Oxford Clarendon Press c1993
Series:Advanced texts in econometrics
Subjects:
Online Access:Volltext
Item Description:Includes bibliographical references (pages [311-321]) and indexes
Considering the econometric analysis of both stationary and non-stationary processes, which may be linked by equilibrium relationships, this text provides a wide-ranging account of the main tools, techniques, models, concepts, and distributions involved in the modelling of integrated processes
Physical Description:1 Online-Ressource (xiii, 329 pages)
ISBN:9780191521584
0191521582
0198288107
9780198288107
9780198287001
0198287003

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