Co-integration, error correction, and the econometric analysis of non-stationary data [electronic resource] /
Anindya Banerjee ... [et al.].
- New York ; Oxford : Oxford University Press, 1993.
- 1 online resource (xiii, 329 p.) : ill.
- Advanced texts in econometrics .
- Advanced texts in econometrics. .
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.