Co-integration, error correction, and the econometric analysis of non-stationary data

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Bibliographic Information

Title
"Co-integration, error correction, and the econometric analysis of non-stationary data"
Statement of Responsibility
Anindya Banerjee ... [et al.]
Publisher
  • Oxford University Press
Publication Year
  • 1993
Book size
24 cm
Series Name / No
  • : hbk
  • : pbk
Other Title
  • Co-integration, error-correction, and the econometric analysis of non-stationary data

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Notes

Other authors: Juan J. Dolado, John W. Galbraith, David F. Hendry

Bibliography: p. [311]-320

Includes indexes

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