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.

Bibliographic Details

Main Authors:	Banerjee, Anindya (Author), Dolado, Juan José (Author), Galbraith, John W. (Author), Hendry, David F. (Author)
Format:	eBook
Language:	English
Published:	Oxford : New York : Clarendon Press ; Oxford Univ. Press, ©1993.
Series:	Advanced texts in econometrics.
Subjects:	Econometric models. Modèles économétriques. BUSINESS & ECONOMICS > Econometrics. BUSINESS & ECONOMICS > Statistics. Econometric models Econometrische modellen. Electronic books.
Online Access:	Connect to the full text of this electronic book