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Item Details
Title:
LONG-RUN ECONOMIC RELATIONSHIPS
READINGS IN COINTEGRATION
By:
R. F. Engle (Editor), C. W. J. Granger (Editor)
Format:
Paperback
List price:
£76.00
Our price:
£76.00
ISBN 10:
0198283393
ISBN 13:
9780198283393
Availability:
Usually dispatched within 1-3 weeks.
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available
Publisher:
OXFORD UNIVERSITY PRESS
Pub. date:
31 October, 1991
Series:
Advanced Texts in Econometrics
Pages:
308
Description:
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. The authors present ideas in a non-technical way which will enable economists with training in econometrics to understand and appreciate current research.
Synopsis:
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.
Illustrations:
11 line drawings, 27 tables
Publication:
UK
Imprint:
Oxford University Press
Returns:
Returnable
Some other items by this author:
ARCH: SELECTED READINGS (PB)
COINTEGRATION, CAUSALITY, AND FORECASTING (HB)
EMPIRICAL MODELING IN ECONOMICS (HB)
EMPIRICAL MODELING IN ECONOMICS (PB)
ESSAYS IN ECONOMETRICS (HB)
ESSAYS IN ECONOMETRICS (HB)
ESSAYS IN ECONOMETRICS (PB)
ESSAYS IN ECONOMETRICS (PB)
ESSAYS IN ECONOMETRICS 2 VOLUME HARDBACK SET
ESSAYS IN ECONOMETRICS 2 VOLUME PAPERBACK SET
FORECASTING IN BUSINESS AND ECONOMICS (HB)
FORECASTING IN BUSINESS AND ECONOMICS (PB)
FORECASTING IN BUSINESS ECONOMICS (PB)
HANDBOOK OF ECONOMETRICS (HB)
HANDBOOK OF ECONOMIC FORECASTING (HB)
MODELLING ECONOMIC SERIES (PB)
MODELLING NON-LINEAR ECONOMIC RELATIONSHIPS (PB)
THE DYNAMICS OF DEFORESTATION AND ECONOMIC GROWTH IN THE BRAZILIAN AMAZON (HB)
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