Książka Long-Run Economic Relationships R. F. Engle

Long-Run Economic Relationships

Readings in Cointegration

Autor: R. F. Engle
Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-18 dni
356.42
This is a survey of recent developments in the field of cointegration, which links long run componen...

Informacje o książce

Autor
Język
Angielski
Oprawa
Książka - Miękka
Data wydania
1991
strony
308
EAN
9780198283393
ISBN
0198283393
Enbook ID
04524893
Waga
480
Wymiary
154 x 228 x 21

Pełny opis

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.

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