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.
| Основни автори: | Banerjee, Anindya, (Author), Dolado, Juan Jose, (Author), Galbraith, John W., (Author), Hendry, David F., (Author) |
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| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Oxford : New York :
Clarendon Press ; Oxford Univ. Press,
℗♭1993.
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| Серия: |
Advanced texts in econometrics.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=273540 |
| Подобни документи: |
Print version::
Co-integration, error correction, and the econometric analysis of non-stationary data. |
| Резюме: |
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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| Физически характеристики: |
1 online resource (xiii, 329 pages) : illustrations. |
| Библиография: |
Includes bibliographical references (pages 311-321) and indexes. |
| ISBN: |
9780191521584 0191521582 0198288107 9780198288107 |