The Resource Co-integration, error correction, and the econometric analysis of non-stationary data, Anindya Banerjee ... [et al.], (electronic resource)

Co-integration, error correction, and the econometric analysis of non-stationary data, Anindya Banerjee ... [et al.], (electronic resource)

Label
Co-integration, error correction, and the econometric analysis of non-stationary data
Title
Co-integration, error correction, and the econometric analysis of non-stationary data
Statement of responsibility
Anindya Banerjee ... [et al.]
Contributor
Provider
Subject
Language
eng
Summary
Considering the econometric analysis of both stationary and non-stationary processes, which may be linked by equilibrium relationships, this text provides a wide-ranging account of the main tools, techniques, models, concepts, and distributions involved in the modelling of integrated processes
Member of
Cataloging source
StDuBDS
Illustrations
illustrations
Index
index present
LC call number
HB141
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Banerjee, Anindya
  • Oxford Scholarship Online
  • Oxford University Press
Series statement
Advanced texts in econometrics
http://library.link/vocab/subjectName
Econometric models
Target audience
specialized
Label
Co-integration, error correction, and the econometric analysis of non-stationary data, Anindya Banerjee ... [et al.], (electronic resource)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Extent
1 online resource (xiii, 329 p.)
Form of item
online
Isbn
9780191595899
Other physical details
ill.
Specific material designation
remote
System control number
(StDuBDS)EDZ0000073868
Label
Co-integration, error correction, and the econometric analysis of non-stationary data, Anindya Banerjee ... [et al.], (electronic resource)
Publication
Bibliography note
Includes bibliographical references and index
Extent
1 online resource (xiii, 329 p.)
Form of item
online
Isbn
9780191595899
Other physical details
ill.
Specific material designation
remote
System control number
(StDuBDS)EDZ0000073868

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