Using Cointegration Analysis in Econometric Modelling

Author: Richard I. D. Harris
Publisher: Prentice Hall
Keywords: modelling, econometric, analysis, cointegration, using
Number of Pages: 192
Published: 1995-05-17
List price: $32.00
ISBN-10: 0133558924
ISBN-13: 9780133558920

Book Description:


The book introduces co-integration techniques at a very moderate technical level; testing for (co-) integration is explained thoroughly with plenty of examples which emphasise how the tests are actually performed


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