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.

9780191595899


Econometric models.

330.015195