R. F. Engle – författare

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1. 

   Long-Run Economic Relationships

   Readings in Cointegration

   Av R. F. Engle, C. W. J. Granger

   Häftad, 1991

   1555 kr

   Lägg i varukorg

   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 …