Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics) - Tapa blanda

Libro 3 de 26: Advanced Texts in Econometrics
 
9780198283393: Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)
Tapa blanda
ISBN 10: 0198283393 ISBN 13: 9780198283393
Editorial: Oxford University Press, 1992

Sinopsis

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.

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Críticas

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

Reseña del editor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Oxford University Press
Año de publicación
1992
Idioma
Inglés
ISBN 10 
0198283393
ISBN 13 
9780198283393
Encuadernación
Tapa blanda
Número de páginas
312
Editor
Engle R. F.
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Alemania

Otras ediciones populares con el mismo título

9780198283386: Long Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)

Edición Destacada

ISBN 10:  0198283385 ISBN 13:  9780198283386
Editorial: Oxford University Press, 1991
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