Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (Advanced Texts in Econometrics) (edit title/settings)

by Anindya Banerjee, Juan Dolado, J. W. Galbraith, David Hendry (?) (edit contributors)

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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 techniques appropriate to analyzing such data... read more

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Granger
Hendry
Engle
Johansen
Dickey
Watson
Bewley
Banerjee
Mizon
Gonzalo
Perron
Newbold
Sims
Mackinnon
Mankiw
Davidson
Wickens
Durbin
Neale
Shapiro
Spanos
O. Thus
Dolado
Galbraith
Wald
O. This
Anderson

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Dewey: 330.015195

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Books › Reference › Words & Language
Books › Business & Investing › Economics
Books › Business & Investing › Popular Economics

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