Co-integration, error correction, and the econometric analysis of non-stationary data [electronic resource] / Anindya Banerjee ... [et al.].

Contributor(s):

Banerjee, Anindya

Series: Advanced texts in econometricsPublication details: New York ; Oxford : Oxford University Press, 1993.Description: 1 online resource (xiii, 329 p.) : illISBN:

9780191595899

Subject(s):

Econometric models

Additional physical formats: Print version: No titleDDC classification:

330.015195 22

Online resources:

Oxford University Press ebooksSummary: Considering the econometric analysis of both stationary and non-stationary processes, which may be linked by equilibrium relationships, this text provides a wide-ranging account of the main tools, techniques, models, concepts, and distributions involved in the modelling of integrated processes.

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AM	E-COLLECTION	E-COLLECTION E-COLLECTION (e0001)	-	ebook PHCTM (Browse shelf(Opens below))		1	Available

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Includes bibliographical references and index.

Considering the econometric analysis of both stationary and non-stationary processes, which may be linked by equilibrium relationships, this text provides a wide-ranging account of the main tools, techniques, models, concepts, and distributions involved in the modelling of integrated processes.

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Co-integration, error correction, and the econometric analysis of non-stationary data [electronic resource] / Anindya Banerjee ... [et al.].

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