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Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (книга)

Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
Автор: Anindya Banerjee
J.W. Galbraith
Juan Dolado
David Hendry
Оригинал издан: 1993

«Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data»книга 1993 года.

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«This book is wide-ranging in its account of literature on cointegration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behavior are common in economics, although…»

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