Cointegration for the Applied Economist
B. Bhaskara Rao
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Description for Cointegration for the Applied Economist
Paperback.
`This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for calculation, this approach is an excellent perception of the needs of senior undergraduates and graduate students.' - Professor W.P. Hogan, The University of Sydney Applied economists, with modest econometric background, are now desperately looking for expository literature on the unit roots and cointegration techniques. This volume of expository essays is written for them. It explains in a simple style various tests for the existence ... Read more
`This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for calculation, this approach is an excellent perception of the needs of senior undergraduates and graduate students.' - Professor W.P. Hogan, The University of Sydney Applied economists, with modest econometric background, are now desperately looking for expository literature on the unit roots and cointegration techniques. This volume of expository essays is written for them. It explains in a simple style various tests for the existence ... Read more
Product Details
Format
Paperback
Publication date
1994
Publisher
Palgrave Macmillan Dublin, Ireland
Number of pages
249
Condition
New
Number of Pages
231
Place of Publication
Basingstoke, United Kingdom
ISBN
9780333616253
SKU
V9780333616253
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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