Long-Run Economic Relationships - Readings in Cointegration

Zusatztext '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 in keeping up with developments in this exciting area.'Dennis W. Jansen, Texas A&M University, The Southern Economic Journal, Jan. 1993 Klappentext 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. Zusammenfassung 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.

Dettagli sul prodotto

• Autori: R. F. Granger Engle, R.f. Granger Engle
• Con la collaborazione di: R. F. Engle (Editore), Engle R. F. (Editore), C. W. J. Granger (Editore), Clive W. J. Granger (Editore)
• Editore: Oxford University Press
• Lingue: Inglese
• Formato: Tascabile
• Pubblicazione: 31.10.1991
• EAN: 9780198283393
• ISBN: 978-0-19-828339-3
• Pagine: 308
• Serie: Advanced Texts in Econometrics; Advanced Texts in Econometrics
• Categorie: Guide e manuali > Diritto, professione, finanze; Scienze sociali, diritto, economia > Economia > Tematiche generali, enciclopedie; BUSINESS & ECONOMICS / Econometrics, Econometrics, Econometrics and economic statistics