Co-integration, error correction, and the econometric analysis of non-stationary data /

Co-integration, error correction, and the econometric analysis of non-stationary data / Anindya Banerjee ... [et al.]. - Oxford ; New York : Oxford University Press, 2003. - xiii, 329 p. : chart, tables ; 24 cm. - Advanced texts in econometrics .

Index : p. 323-329. Reprint of the 1993 ed.

Bibliography : p. 311-320.

0198288107 9780198288107


Econometric models.





--Reading book

330.015195 / COI