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

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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
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Published 1993
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