Cointegration Econometric Analysis

by Harris

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The book introduces co-integration techniques at a very moderate technical level; testing for (co-) integration is explained thoroughly with plenty of examples which emphasise how the tests are actually performed
  • ISBN10 0133558924
  • ISBN13 9780133558920
  • Publish Date 27 April 1995
  • Publish Status Out of Print
  • Out of Print 3 March 2021
  • Publish Country US
  • Publisher Pearson Education (US)
  • Imprint Financial TImes Prentice Hall
  • Format Paperback
  • Pages 192
  • Language English