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Readings in Cointegration
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Description

This is a survey of recent developments in the field of cointegration, which links long run components of a pair or of a group of series. It can then be used to discuss some types of equilibrium and to introduce them into time-series models in a fairly uncontroversial way. The idea was introduced in the early 1980s and has generated much interest since then amongst econometricians and macroeconomists. The authors discuss the basic ideas in their introduction, and the final chapters review the most recent developments in the field in a non-technical way that will enable economists with some training in modern econometrics to understand and appreciate these developments.
Release date NZ
October 31st, 1991
Audience
  • Professional & Vocational
Contributors
  • Edited by C. W. J. Granger
  • Edited by R.F. Engle
Illustrations
11 line drawings, 27 tables
Pages
308
Dimensions
156x234x17
ISBN-13
9780198283393
Product ID
2081110

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