Using cointegration analysis in econometric modelling
著者
書誌事項
Using cointegration analysis in econometric modelling
Prentice Hall, 1995
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注記
Bibliography: p. 168-172
Includes index
内容説明・目次
内容説明
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
目次
1. Introduction and Overview
2. Short - and Long-Run Models
3. Testing for Unit Roots
4. Cointegration in Single Equations
5. Cointegration in Multivariate Systems
6. Modelling the Short-Run and Other Extensions
Appendix
References
Index
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