Long-Run Economic Relationships - Readings in Cointegration
Опубликовано на портале: 05-01-2003
Oxford: Oxford University Press, 2003
In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run components of a pair or of a group or series), can be used to discuss some types of equilibrium and to introduce those equilibria into time-series models in a fairly uncontroversial way. 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 manner.