Using Cointegration analysis in Econometric modelling

Using Cointegration analysis in Econometric modelling

by . Harris (Author)

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

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More Information

Format: Textbook Binding
Pages: 186
Edition: 1
Publisher: Prentice Hall
Published: 27 Apr 1995

ISBN 10: 0133558924
ISBN 13: 9780133558920