Long-run economic relationships
Subtitle: readings in cointegration
By: edited by R.F. Engle and C.W.J. Granger.
Contributors: Engle, R. F.; Granger, C. W. J. 1934-
Series: Advanced texts in econometrics
Publisher: Oxford University Press
Published: 1991
Place of publication: Oxford; New York
Language: eng
Number of pages: 301
Subjects: Econometrics; Time-series analysis; Econometric models; Cointegration
Other titles: Cointegration.
Notes: Includes bibliographical references and indexes.