Co-integration, error correction, and the econometric analysis of non-stationary data
Year of publication: |
1996 ; Reprinted
|
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Authors: | Banerjee, Anindya ; Dolado, Juan J. ; Galbraith, John W. ; Hendry, David F. |
Publisher: |
Oxford : Oxford University Press |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Ökonometrie | Ökonometrisches Modell |
Description of contents: | Table of Contents [external.dandelon.com] |
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Charemza, Wojciech, (1997)
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Davidson, James E. H., (2000)
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Applied Statistics and Econometrics : Basic Topics and Tools with Gretl and R
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Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
Banerjee, Anindya,
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Estimating Euler equations with integrated series
Dolado, Juan J., (1990)
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Estimating intertemporal quadratic adjustment cost models with integrated series
Dolado, Juan J., (1991)
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