Co-integration, error correction, and the econometric analysis of non-stationary data
Anindya Banerjee; Juan J. Dolado, John W. Galbraith, and David F. Hendry
| Year of publication: |
1996 ; Reprinted
|
|---|---|
| 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] |
| Extent: | XIII, 329 Seiten Diagramme |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. [311] - 320 |
| ISBN: | 0-19-828810-7 ; 0-19-828700-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000592333