Detalles de la obra

Título:
Long-run economic relationships
Subtítulo:
readings in cointegration
Autor(es):
Engle, R. F., ed.; Granger, C. W. J., ed.
Pie de imprenta:
New York: Oxford University, 1991
Descripción física:
301 p. grafs., tbls.
Idioma:
Inglés
ISBN:
978-0-19-828339-3
Resumen:
Contiene: Variable trends in economic time series / J.Stock, M.Watson.- Econometric modelling with cointegrated variables / D.Hendry.- Developments in the study of cointegrated economic variables / C.Granger.- Cointegration and error correction / R.Engle, C.Granger.- Forecasting and testing in co-integrated systems / R.Engle, S.Yoo.- Statistical analysis of cointegration vectors / S.Johansen.- Testing for common trends / J.Stock, M.Watson.- Multicointegration / C.Granger, T.Lee.- Cointegration and tests of present value models / J.Campbell, R.J.Shiller.- Merging short-and long-run forecasts / R.Engle, C.Granger, J.Hallman.- Cointegrated economic time series / R.Engle, S.Yoo.- Critical values for cointegration tests / J.MacKinnon.- Some recent generalizations of cointegration and the analysis of long-run relationships / C.Granger
Referencias bibliográficas:
Incluye Bibliografía
Título serie:
Advanced texts in econometrics
Ubicación física:
330.015 195 / ENG
Tipo de material:
[Material Impreso]