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Long-Run Economic Relationships

Readings in Cointegration

Language EnglishEnglish
Book Paperback
Book Long-Run Economic Relationships R. F. Engle
Libristo code: 04524893
Publishers Oxford University Press, October 1991
This is a survey of recent developments in the field of cointegration, which links long run componen... Full description
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This is a survey of recent developments in the field of cointegration, which links long run components of a pair or of a group of series. It can then be used to discuss some types of equilibrium and to introduce them into time-series models in a fairly uncontroversial way. The idea was introduced in the early 1980s and has generated much interest since then amongst econometricians and macroeconomists. The authors discuss the basic ideas in their introduction, and the final chapters review the most recent developments in the field in a non-technical way that will enable economists with some training in modern econometrics to understand and appreciate these developments.

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About the book

Full name Long-Run Economic Relationships
Author R. F. Engle
Language English
Binding Book - Paperback
Date of issue 1991
Number of pages 308
EAN 9780198283393
ISBN 0198283393
Libristo code 04524893
Publishers Oxford University Press
Weight 480
Dimensions 154 x 228 x 21

Categories

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
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