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Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

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In Stock (160)

£ 79.65

Description

An integrated guide and reference book to the methods used in examining long-run relationships in econometrics. This rapidly growing field in econometrics focuses on the way in which a change in one variable under analysis alters to another variable over a period of time.

Book Details
EAN:
9780198288107
Binding:
Paperback / softback
Dimensions(mm):
235 x 156 x 21
Publication Date:
1993-05-27
Publication Country:
United Kingdom