Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)

by R.F.Engle (Editor), C . W . J . Granger (Editor)

• New

  Paperback
  1991

  $75.96

  This is a survey of recent developments in the field of cointegration, which links long run components of a pair or of a group of series. The authors present ideas in a non-technical way which will enable economists with training in econometrics to understand and appreciate current research.