Long-run Economic Relationships: Readings in CointegrationRobert F. Engle, Clive William John Granger Oxford University Press, 1991 - Počet stran: 301 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. About the Series |