Long-Run Economic Relationships : Readings in Cointegration

Name: Long-Run Economic Relationships
Brand: Oxford University Press
SKU: 9780198283393
Price: 16000 KES
Availability: OutOfStock
ISBN: 9780198283393

Book Details

Format Paperback / softback

Book Series Advanced Texts in Econometrics

ISBN-10 0198283393

ISBN-13 9780198283393

Publisher Oxford University Press

Imprint Oxford University Press

Country of Manufacture GB

Country of Publication GB

Publication Date Oct 31st, 1991

Print length 308 Pages

Weight 480 grams

Dimensions 22.80 x 15.40 x 2.10 cms

Product Classification: Econometrics

KSh 16,000.00

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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. The authors present ideas in a non-technical way which will enable economists with training in econometrics to understand and appreciate current research.

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.

Get Long-Run Economic Relationships by C. W. J. Granger at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Oxford University Press and it has 308 pages.