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Using Cointegration Analysis in Econometric Modelling

Using Cointegration Analysis in Econometric Modelling

Paperback (27 Apr 1995)

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Publisher's Synopsis

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

Book information

ISBN: 9780133558920
Publisher: Pearson Education
Imprint: Financial Times/Prentice Hall
Pub date:
DEWEY: 330.015195
DEWEY edition: 21
Language: English
Number of pages: 176
Weight: 336g
Height: 234mm
Width: 173mm
Spine width: 12mm