TY  - BOOK
AU  - Banerjee,Anindya
TI  - Co-integration, error correction, and the econometric analysis of non-stationary data
T2  - Advanced texts in econometrics
SN  - 9780191595899
U1  - 330.015195 22
PY  - 1993///
CY  - New York, Oxford
PB  - Oxford University Press
KW  - Econometric models
N1  - Includes bibliographical references and index
N2  - 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
UR  - http://dx.doi.org/10.1093/0198288107.001.0001  
UR  - https://academic.oup.com/book/36111
ER  -