Co-integration, error correction, and the econometric analysis of non-stationary data
Co-integration, error correction, and the econometric analysis of non-stationary data [electronic resource] /
Anindya Banerjee ... [et al.].
- New York ; Oxford : Oxford University Press, 1993.
- 1 online resource (xiii, 329 p.) : ill.
- Advanced texts in econometrics .
- Advanced texts in econometrics. .
Includes bibliographical references and index.
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.
9780191595899
Econometric models.
330.015195
Includes bibliographical references and index.
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.
9780191595899
Econometric models.
330.015195