Long-Run Economic Relationships
readings in cointegration
$110.38
- Paperback
308 pages
- Release Date
31 October 1991
Summary
Unveiling Long-Run Economic Relationships: A Cointegration Perspective
This book provides a survey of recent advancements in cointegration, a field that explores the connections between the long-run components of paired or grouped series. By establishing these links, the book facilitates discussions on various types of equilibrium and introduces them into time-series models in a straightforward manner.
Since its introduction in the early 1980s, cointegration has garnered sig…
Book Details
| ISBN-13: | 9780198283393 |
|---|---|
| ISBN-10: | 0198283393 |
| Series: | Advanced Texts in Econometrics |
| Author: | R.F. Engle, C.W.J. Granger |
| Publisher: | Oxford University Press |
| Imprint: | Oxford University Press |
| Format: | Paperback |
| Number of Pages: | 308 |
| Release Date: | 31 October 1991 |
| Weight: | 468g |
| Dimensions: | 234mm x 156mm x 17mm |
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What They're Saying
Critics Review
`An excellent and accessible introduction to the subject of cointegration.‘Simon Price, Essex University’Together these papers should serve to bring the reader up to speed on the conceptual approaches to cointegration, provide a nice foundation for those who’ll dig deeper into the theoretical structure, and give the applied reader at least a few examples of well-executed applications. This book could serve equally well as an introduction to cointegration for graduate students and for econometric practitioners and other professional economists interested inkeeping up with developments in this exciting area.‘Dennis W. Jansen, Texas A&M University, The Southern Economic Journal, Jan. 1993
About The Author
R.F. Engle
C. W. J. Granger is at University of California, San Diego.
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