Long-run economic relationships : readings in cointegration / edited by R.F. Engle and C.W.J. Granger - Oxford : Oxford University Press, 1991. - viii, 301 p. : ill. ; 24 cm. - Advanced texts in econometrics .

Includes bibliographical references and indexes

0198283385 0198283393 (pbk.) RM119.70


Econometrics
Time-series analysis
Econometric models
Cointegration