Нравится LibRing?
Расскажи друзьям:
R.F. Engle, C.W.J. Granger

Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics)

Книгу можно купить в интернет-магазинах:

· OZON.ru 6407р. [Проверить наличие]
· SetBook 2235р. [Проверить наличие]
Серия: Advanced Texts in Econometrics
ISBN: 0198283393, 978-0-19828-339-3
Издательство: Oxford University Press
In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run components of a pair or of a group or series), can be used to discuss some types of equilibrium and to introduce those equilibria into time-series models in a fairly uncontroversial way. 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 manner.
Посмотрите другие книги этой тематики: