Co-integration, Error Correction and the Econometric Analysis of Non-Stationary Data

By:

Banerjee, Anindya

Contributor(s):

Material type: Text

TextPublication details: New York Oxford University Press 1993Description: 320pISBN:

9780198288107

Subject(s):

Economic

DDC classification:

330.015195 BAN

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	330.015195 BAN (Browse shelf(Opens below))	Available		M01532

Total holds: 0

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Previous	330.015195 AST Applied Econometrics: A Modern Approach using EViews and Microfit	330.015195 BAL Econometrics	330.015195 BAL Mathematical Economics	330.015195 BAN Co-integration, Error Correction and the Econometric Analysis of Non-Stationary Data	330.015195 BHA Bayesian Inference in Econometrics	330.015195 BRE Preface to Econometrics: An Introduction to Quantitative Methods in Economics	330.015195 CAM The Econometrics of Financial Markets	Next

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

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