Using cointegration analysis in econometric modelling

Author(s)

• Harris, R. I. D. (Richard I. D.)

Bibliographic Information

Using cointegration analysis in econometric modelling

R.I.D. Harris

Prentice Hall, 1995

Note

Bibliography: p. 168-172

Includes index

Description and Table of Contents

Description

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

Table of Contents

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

by "Nielsen BookData"

Details

• NCID: BA26299389
• ISBN:
  • 0133558924
• LCCN: 94045273
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London
• Pages/Volumes: ix, 176 p.
• Size: 24 cm
• Classification:
  • LCC : HB141
  • DC20 : 330/.01/5195
• Subject Headings:
  • LCSH : Econometric models
  • LCSH : Economics -- Statistical methods