Co-integration, error correction, and the econometric analysis of non-stationary data /:

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.

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Bibliographische Detailangaben
Hauptverfasser: Banerjee, Anindya (VerfasserIn), Dolado, Juan José (VerfasserIn), Galbraith, John W. (VerfasserIn), Hendry, David F. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Oxford : New York : Clarendon Press ; Oxford Univ. Press, ©1993.
Schriftenreihe:Advanced texts in econometrics.
Schlagworte:
Online-Zugang:Volltext
Zusammenfassung: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.
Beschreibung:1 online resource (xiii, 329 pages) : illustrations
Bibliographie:Includes bibliographical references (pages 311-321) and indexes.
ISBN:9780191521584
0191521582
0198288107
9780198288107

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