Könyv Long-Run Economic Relationships R. F. Engle

Long-Run Economic Relationships

Readings in Cointegration

Szerző: R. F. Engle
Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Beszállítói készleten
Küldés 10-18 napon belül
32 080 Ft
This is a survey of recent developments in the field of cointegration, which links long run componen...

Információk a könyvről

Szerző
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
1991
oldal
308
EAN
9780198283393
ISBN
0198283393
Enbook ID
04524893
Súly
480
Méretek
154 x 228 x 21

Teljes leírás

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.

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