Co-integration, Error Correction and the Econometric Analysis of Non-Stationary Data
Banerjee, Anindya
Co-integration, Error Correction and the Econometric Analysis of Non-Stationary Data - New York Oxford University Press 1993 - 320p
Linear Transformations, Error Correction and Long Run in Dynamic Regression Properties of Integrated Processes Testing for a Unit Root Co-Integration Regression with Integrated Variables Co-Integration in Individual Equations Co-integration in Systems of Equations
9780198288107 0.00
Economic
330.015195 / BAN
Co-integration, Error Correction and the Econometric Analysis of Non-Stationary Data - New York Oxford University Press 1993 - 320p
Linear Transformations, Error Correction and Long Run in Dynamic Regression Properties of Integrated Processes Testing for a Unit Root Co-Integration Regression with Integrated Variables Co-Integration in Individual Equations Co-integration in Systems of Equations
9780198288107 0.00
Economic
330.015195 / BAN