Name: Long-Run Economic Relations: Readings in Cointegration (Advanced Texts in Econometrics) (en Inglés)
SKU: 18973528
Price: 126.64 USD
Availability: InStock
Author: Engle, R. F.

portada Long-Run Economic Relations: Readings in Cointegration (Advanced Texts in Econometrics) (en Inglés)

Long-Run Economic Relations: Readings in Cointegration (Advanced Texts in Econometrics) (en Inglés)

Formato

Libro Físico

Editorial

Oxford University Press

Autor

Engle, R. F.

Año

1992

Idioma

Inglés

N° páginas

312

Encuadernación

Tapa Blanda

ISBN

0198283393

ISBN13

9780198283393

N° edición

Categorías

Econometría

Long-Run Economic Relations: Readings in Cointegration (Advanced Texts in Econometrics) (en Inglés)

Engle, R. F. (Autor) · Oxford University Press · Tapa Blanda

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Reseña del libro "Long-Run Economic Relations: Readings in Cointegration (Advanced Texts in Econometrics) (en Inglés)"

In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run components of a pair or of a group or series), can be used to discuss some types of equilibrium and to introduce those equilibria into time-series models in a fairly uncontroversial way. 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 manner.About the SeriesAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.