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Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary SCI099000 when Williams was the most

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Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary SCI099000 when Williams was the mostThis book provides a wide ranging account of the literature on co integration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behaviour are common in economics, although techniques appropriate to analysing such data are of recent origin and there are few existing expositions of the literature. This book focuses on the exploration of relationships among integrated data

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