John W. Galbraith – författare

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1 produkter

1. 

   Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

   Av Anindya Banerjee, Juan J. Dolado m. fl.

   Häftad, 1993

   1133 kr

   Lägg i varukorg

   This book provides a wide-ranging account of the literature on co-integration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behaviour are common in economics, although techniques appropriate to analysing such data …