Long-Run Economic Relationships: Readings in Cointegration Год выпуска: 1992Автор: R.F. EngleИздательство: Oxford University PressСтраниц: 312ISBN: 978-0198283393, 0198283393Описание 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.
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Мила юлечка, большое вам спасибо, за консультацию я получила 5.
