Co-integration, spurious regressions and unit roots
By: editors: Thomas B. Fomby, George F. Rhodes, jr.
Contributors: Fomby, Thomas B.; Rhodes, George F.
Series: Advances in econometrics -- vol.8
Publisher: JAI Press
Published: 1990
Place of publication: Greenwich, Conn; London
Language: eng
Subjects: Econometrics.; Cointegration.
Notes: Includes bibliographical references.